+2,417.1%
MSCI vs LEN
+415.9%
+2,001.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +0.4% | -3.2% | +3.6% | +1.3% |
| 30D | +0.6% | -4.9% | +5.5% | +1.8% |
| 3M | -7.1% | -8.5% | +1.4% | -5.3% |
| 6M | +0.8% | -20.7% | +21.5% | +6.6% |
| YTD | +1.0% | -17.4% | +18.4% | +4.8% |
| 1Y | +4.3% | -38.2% | +42.6% | +17.1% |
| 3Y | +9.9% | -24.9% | +34.8% | +13.2% |
| 5Y | -6.8% | -11.4% | +4.7% | -9.6% |
| 10Y | +614.7% | +110.0% | +504.6% | +401.5% |
| All | +2,417.1% | +415.9% | +2,001.2% | +886.4% |
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