+894.4%
MSFT vs LEN
+142.4%
+752.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -6.2% | -6.4% | +0.1% | -4.8% |
| 30D | -3.7% | +15.6% | -19.3% | -7.3% |
| 3M | +3.6% | -0.8% | +4.4% | +3.2% |
| 6M | +26.8% | +0.4% | +26.4% | +25.2% |
| YTD | +8.4% | -14.1% | +22.6% | +10.1% |
| 1Y | +3.3% | -29.6% | +32.9% | +10.0% |
| 3Y | +44.3% | -23.1% | +67.4% | +44.0% |
| 5Y | +63.3% | -8.9% | +72.2% | +50.8% |
| 10Y | +894.4% | +146.2% | +748.1% | +589.1% |
| All | +894.4% | +142.4% | +752.0% | +589.1% |
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