+106,206.6%
MU vs LEN
+10,533.4%
+95,673.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.5% |
| 7D | +9.0% | -3.2% | +12.2% | +10.2% |
| 30D | +13.8% | -4.9% | +18.7% | +15.6% |
| 3M | +2.1% | -8.5% | +10.6% | +5.0% |
| 6M | +153.8% | -20.7% | +174.5% | +174.8% |
| YTD | +256.4% | -17.4% | +273.8% | +277.2% |
| 1Y | +719.8% | -38.2% | +758.0% | +856.6% |
| 3Y | +1,360.4% | -24.9% | +1,385.2% | +1,440.7% |
| 5Y | +1,312.4% | -11.4% | +1,323.9% | +1,283.3% |
| 10Y | +6,142.6% | +110.0% | +6,032.5% | +3,995.3% |
| All | +106,206.6% | +10,533.4% | +95,673.2% | +17,284.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling