+71.4%
MSFT vs LEN
-12.1%
+83.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | -0.3% |
| 7D | -1.4% | -2.9% | +1.5% | -0.8% |
| 30D | -1.0% | -8.9% | +7.8% | +0.9% |
| 3M | +20.2% | -10.9% | +31.1% | +22.7% |
| 6M | +21.3% | -19.7% | +40.9% | +26.4% |
| YTD | +2.8% | -20.6% | +23.4% | +6.5% |
| 1Y | 0.0% | -42.4% | +42.4% | +12.5% |
| 3Y | +51.2% | -26.5% | +77.8% | +46.2% |
| 5Y | +71.4% | -10.9% | +82.4% | +45.0% |
| All | +71.4% | -12.1% | +83.5% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling