+145,627.7%
MSFT vs LEN
+11,627.0%
+134,000.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +2.1% |
| 7D | +7.5% | +0.6% | +6.9% | +7.3% |
| 30D | +1.9% | +19.4% | -17.5% | -1.9% |
| 3M | +9.2% | +4.5% | +4.7% | +7.7% |
| 6M | +31.9% | +4.9% | +26.9% | +29.3% |
| YTD | +13.4% | -8.9% | +22.4% | +13.6% |
| 1Y | +10.6% | -23.0% | +33.6% | +14.2% |
| 3Y | +54.7% | -16.7% | +71.4% | +53.5% |
| 5Y | +69.1% | -4.5% | +73.5% | +61.4% |
| 10Y | +920.4% | +162.2% | +758.2% | +656.6% |
| All | +145,627.7% | +11,627.0% | +134,000.7% | +42,670.2% |
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