+4,524.1%
MU vs LEN
+136.8%
+4,387.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.4% |
| 7D | +21.6% | -8.7% | +30.4% | +25.8% |
| 30D | -16.2% | +11.6% | -27.8% | -20.9% |
| 3M | -12.4% | -1.3% | -11.1% | -13.5% |
| 6M | +4.2% | -1.4% | +5.6% | +2.5% |
| YTD | +180.0% | -16.9% | +196.8% | +191.7% |
| 1Y | +226.4% | -31.2% | +257.6% | +264.9% |
| 3Y | +969.7% | -25.6% | +995.3% | +1,011.6% |
| 5Y | +957.9% | -13.3% | +971.2% | +897.3% |
| All | +4,524.1% | +136.8% | +4,387.3% | +2,543.2% |
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 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