+661.2%
MU vs LEN
-41.8%
+703.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.6% |
| 7D | +7.5% | -3.4% | +10.9% | +8.3% |
| 30D | +19.4% | -5.7% | +25.0% | +20.8% |
| 3M | +9.8% | -12.2% | +22.1% | +13.6% |
| 6M | +164.1% | -18.3% | +182.4% | +171.5% |
| YTD | +260.3% | -20.2% | +280.5% | +269.3% |
| 1Y | +661.2% | -40.1% | +701.2% | +764.5% |
| All | +661.2% | -41.8% | +703.0% | +764.5% |
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