+133,470.8%
MSFT vs LEN
+10,533.4%
+122,937.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -2.7% | -3.2% | +0.5% | -2.1% |
| 30D | +2.7% | -4.9% | +7.6% | +3.6% |
| 3M | +17.0% | -8.5% | +25.4% | +18.6% |
| 6M | +23.8% | -20.7% | +44.5% | +28.7% |
| YTD | +4.0% | -17.4% | +21.4% | +6.7% |
| 1Y | -0.8% | -38.2% | +37.4% | +7.4% |
| 3Y | +55.6% | -24.9% | +80.5% | +58.2% |
| 5Y | +72.9% | -11.4% | +84.3% | +68.3% |
| 10Y | +875.8% | +110.0% | +765.8% | +658.9% |
| All | +133,470.8% | +10,533.4% | +122,937.4% | +40,080.6% |
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