+779.7%
MSCI vs LEN
+166.0%
+613.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.1% |
| 7D | +1.5% | +0.6% | +0.8% | +1.2% |
| 30D | +14.4% | +19.4% | -5.0% | +8.1% |
| 3M | +15.2% | +4.5% | +10.7% | +12.9% |
| 6M | +11.2% | +4.9% | +6.3% | +8.1% |
| YTD | +13.9% | -8.9% | +22.9% | +14.4% |
| 1Y | +12.5% | -23.0% | +35.5% | +18.9% |
| 3Y | +32.3% | -16.7% | +49.0% | +30.5% |
| 5Y | +4.9% | -4.5% | +9.3% | -4.1% |
| 10Y | +779.7% | +162.2% | +617.5% | +434.7% |
| All | +779.7% | +166.0% | +613.7% | +434.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling