+34.1%
MSCI vs LEN
-18.1%
+52.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.8% |
| 7D | +2.8% | +2.1% | +0.8% | +2.5% |
| 30D | +15.4% | +16.6% | -1.1% | +13.1% |
| 3M | +13.4% | +5.3% | +8.1% | +12.3% |
| 6M | +10.9% | -0.8% | +11.7% | +10.3% |
| YTD | +13.0% | -11.7% | +24.7% | +13.3% |
| 1Y | +12.0% | -24.6% | +36.6% | +15.3% |
| 3Y | +34.1% | -18.7% | +52.8% | +28.9% |
| All | +34.1% | -18.1% | +52.2% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling