+189.8%
MU vs LEN
-22.9%
+212.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.2% | +3.1% | +5.9% |
| 7D | -12.0% | +0.6% | -12.7% | -12.1% |
| 30D | -28.7% | +19.4% | -48.2% | -31.3% |
| 3M | -16.4% | +4.5% | -21.0% | -16.9% |
| 6M | -1.8% | +4.9% | -6.7% | -1.8% |
| YTD | +157.1% | -8.9% | +166.0% | +156.7% |
| All | +189.8% | -22.9% | +212.7% | +187.7% |
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