+4,277.4%
MU vs LEN
+147.0%
+4,130.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | +1.0% |
| 7D | -15.2% | +0.7% | -15.9% | -15.7% |
| 30D | -29.5% | +13.0% | -42.5% | -33.7% |
| 3M | -15.8% | +1.9% | -17.7% | -17.9% |
| 6M | -2.9% | -0.7% | -2.2% | -4.6% |
| YTD | +154.2% | -13.8% | +168.1% | +161.3% |
| 1Y | +186.6% | -28.1% | +214.7% | +214.9% |
| 3Y | +871.5% | -22.8% | +894.3% | +896.0% |
| 5Y | +911.7% | -7.4% | +919.0% | +830.3% |
| 10Y | +4,277.4% | +143.7% | +4,133.7% | +2,408.1% |
| All | +4,277.4% | +147.0% | +4,130.4% | +2,408.1% |
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