+5,436.8%
MS vs LEN
+3,426.8%
+2,010.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +2.4% |
| 7D | +0.8% | +0.7% | +0.1% | +0.4% |
| 30D | -0.7% | +13.0% | -13.7% | -6.2% |
| 3M | -12.4% | +1.9% | -14.3% | -14.2% |
| 6M | -1.7% | -0.7% | -1.0% | -3.5% |
| YTD | +8.0% | -13.8% | +21.9% | +11.0% |
| 1Y | +16.2% | -28.1% | +44.3% | +27.9% |
| 3Y | +171.3% | -22.8% | +194.1% | +177.6% |
| 5Y | +124.8% | -7.4% | +132.1% | +105.8% |
| 10Y | +553.7% | +143.7% | +410.0% | +253.5% |
| All | +5,436.8% | +3,426.8% | +2,010.0% | +813.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling