+950.8%
MU vs LEN
-25.9%
+976.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | +12.8% | -5.8% | +18.6% | +14.4% |
| 30D | -14.9% | +13.7% | -28.6% | -18.7% |
| 3M | -18.0% | -3.9% | -14.2% | -18.0% |
| 6M | -3.1% | -0.4% | -2.8% | -4.0% |
| YTD | +172.9% | -16.8% | +189.7% | +180.8% |
| 1Y | +228.8% | -29.5% | +258.3% | +253.6% |
| 3Y | +950.8% | -25.6% | +976.4% | +914.1% |
| All | +950.8% | -25.9% | +976.7% | +914.1% |
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