+6,002.1%
MU vs LEN
+102.8%
+5,899.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -0.1% |
| 7D | +7.2% | -2.9% | +10.0% | +8.4% |
| 30D | +14.0% | -8.9% | +22.8% | +18.0% |
| 3M | +5.4% | -10.9% | +16.3% | +9.7% |
| 6M | +170.3% | -19.7% | +189.9% | +192.6% |
| YTD | +250.7% | -20.6% | +271.2% | +278.1% |
| 1Y | +662.1% | -42.4% | +704.5% | +826.8% |
| 3Y | +1,341.2% | -26.5% | +1,367.8% | +1,424.4% |
| 5Y | +1,319.3% | -10.9% | +1,330.3% | +1,246.6% |
| All | +6,002.1% | +102.8% | +5,899.4% | +3,706.3% |
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