+4,271.9%
MU vs LEN
+166.0%
+4,105.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.2% | +3.1% | +5.0% |
| 7D | -12.0% | +0.6% | -12.7% | -12.6% |
| 30D | -28.7% | +19.4% | -48.2% | -34.3% |
| 3M | -16.4% | +4.5% | -21.0% | -19.2% |
| 6M | -1.8% | +4.9% | -6.7% | -5.5% |
| YTD | +157.1% | -8.9% | +166.0% | +158.9% |
| 1Y | +208.5% | -23.0% | +231.5% | +230.3% |
| 3Y | +906.2% | -16.7% | +922.9% | +901.4% |
| 5Y | +893.4% | -4.5% | +897.9% | +803.8% |
| 10Y | +4,271.9% | +162.2% | +4,109.7% | +2,358.4% |
| All | +4,271.9% | +166.0% | +4,105.8% | +2,358.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling