+855.4%
MU vs LEN
-18.1%
+873.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.1% | +8.2% | +5.8% |
| 7D | -22.0% | +2.1% | -24.1% | -22.7% |
| 30D | -36.6% | +16.6% | -53.1% | -39.7% |
| 3M | -21.7% | +5.3% | -27.0% | -23.5% |
| 6M | +3.5% | -0.8% | +4.3% | +3.0% |
| YTD | +141.9% | -11.7% | +153.7% | +145.5% |
| 1Y | +189.8% | -24.6% | +214.4% | +206.6% |
| 3Y | +855.4% | -18.7% | +874.0% | +792.5% |
| All | +855.4% | -18.1% | +873.5% | +792.5% |
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 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