+125.9%
MS vs LEN
-7.9%
+133.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -1.7% | -6.4% | +4.6% | 0.0% |
| 30D | +0.9% | +15.6% | -14.7% | -3.4% |
| 3M | -10.8% | -0.8% | -10.1% | -11.2% |
| 6M | +0.9% | +0.4% | +0.5% | -0.4% |
| YTD | +9.8% | -14.1% | +23.9% | +12.4% |
| 1Y | +17.1% | -29.6% | +46.7% | +27.0% |
| 3Y | +175.7% | -23.1% | +198.8% | +173.8% |
| 5Y | +125.9% | -8.9% | +134.7% | +91.3% |
| All | +125.9% | -7.9% | +133.8% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling