+1,371.2%
MU vs LEN
-22.2%
+1,393.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.4% |
| 7D | +9.0% | -3.2% | +12.2% | +10.0% |
| 30D | +13.8% | -4.9% | +18.7% | +15.3% |
| 3M | +2.1% | -8.5% | +10.6% | +4.6% |
| 6M | +153.8% | -20.7% | +174.5% | +169.4% |
| YTD | +256.4% | -17.4% | +273.8% | +271.2% |
| 1Y | +719.8% | -38.2% | +758.0% | +828.3% |
| All | +1,371.2% | -22.2% | +1,393.4% | +1,351.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling