+885.0%
MSFT vs LEN
+103.7%
+781.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -1.0% | -3.4% | +2.3% | -0.2% |
| 30D | -2.7% | -5.7% | +3.0% | -1.4% |
| 3M | +22.1% | -12.2% | +34.3% | +25.4% |
| 6M | +20.6% | -18.3% | +38.9% | +25.5% |
| YTD | +2.3% | -20.2% | +22.5% | +6.3% |
| 1Y | -0.5% | -40.1% | +39.5% | +10.7% |
| 3Y | +50.5% | -26.2% | +76.7% | +52.0% |
| 5Y | +72.3% | -9.8% | +82.2% | +60.2% |
| 10Y | +885.0% | +109.1% | +775.9% | +611.5% |
| All | +885.0% | +103.7% | +781.3% | +611.5% |
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