+2,302.1%
MULL vs LEN
-50.3%
+2,352.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.5% |
| 7D | -8.4% | -4.8% | -3.7% | -5.5% |
| 30D | +9.7% | -6.6% | +16.3% | +14.3% |
| 3M | -26.8% | -15.7% | -11.1% | -18.7% |
| 6M | +220.7% | -16.6% | +237.3% | +260.2% |
| YTD | +509.0% | -21.3% | +530.4% | +587.2% |
| 1Y | +1,739.5% | -42.0% | +1,781.6% | +2,423.0% |
| All | +2,302.1% | -50.3% | +2,352.4% | +3,405.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling