+54.7%
MSFT vs LEN
-17.6%
+72.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +2.6% |
| 7D | +7.5% | +0.6% | +6.9% | +7.4% |
| 30D | +1.9% | +19.4% | -17.5% | +1.3% |
| 3M | +9.2% | +4.5% | +4.7% | +9.0% |
| 6M | +31.9% | +4.9% | +26.9% | +31.5% |
| YTD | +13.4% | -8.9% | +22.4% | +13.2% |
| 1Y | +10.6% | -23.0% | +33.6% | +11.6% |
| 3Y | +54.7% | -16.7% | +71.4% | +51.3% |
| All | +54.7% | -17.6% | +72.3% | +51.3% |
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