+605.8%
MSCI vs LEN
+99.2%
+506.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | +0.1% | -2.6% |
| 7D | -2.1% | -2.9% | +0.8% | -1.2% |
| 30D | -1.7% | -8.9% | +7.1% | +1.0% |
| 3M | -8.2% | -10.9% | +2.7% | -5.6% |
| 6M | -2.4% | -19.7% | +17.2% | +3.3% |
| YTD | -2.8% | -20.6% | +17.8% | +2.3% |
| 1Y | -2.7% | -42.4% | +39.8% | +13.4% |
| 3Y | +7.3% | -26.5% | +33.9% | +10.4% |
| 5Y | -11.4% | -10.9% | -0.5% | -16.9% |
| 10Y | +605.8% | +100.6% | +505.2% | +361.1% |
| All | +605.8% | +99.2% | +506.6% | +361.1% |
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