+139,197.7%
MSFT vs LEN
+10,954.7%
+128,243.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -6.2% | -6.4% | +0.1% | -5.0% |
| 30D | -3.7% | +15.6% | -19.3% | -6.7% |
| 3M | +3.6% | -0.8% | +4.4% | +3.2% |
| 6M | +26.8% | +0.4% | +26.4% | +25.4% |
| YTD | +8.4% | -14.1% | +22.6% | +9.8% |
| 1Y | +3.3% | -29.6% | +32.9% | +8.6% |
| 3Y | +44.3% | -23.1% | +67.4% | +45.5% |
| 5Y | +63.3% | -8.9% | +72.2% | +57.4% |
| 10Y | +894.4% | +146.2% | +748.1% | +646.6% |
| All | +139,197.7% | +10,954.7% | +128,243.0% | +41,263.5% |
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 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