+265.1%
MU vs LEN
-21.9%
+287.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.1% | -14.1% | -7.8% |
| 7D | -19.1% | +10.5% | -29.6% | -20.5% |
| 30D | -25.2% | +24.6% | -49.9% | -28.8% |
| 3M | -10.9% | +6.6% | -17.5% | -11.7% |
| 6M | +38.0% | +10.6% | +27.3% | +37.0% |
| YTD | +178.8% | -8.3% | +187.1% | +178.6% |
| 1Y | +265.1% | -22.5% | +287.7% | +267.9% |
| All | +265.1% | -21.9% | +287.0% | +267.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling