+2,330.7%
MULL vs LEN
-51.4%
+2,382.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.5% | -5.8% | -7.1% |
| 7D | +3.6% | -7.8% | +11.4% | +9.1% |
| 30D | +22.0% | -11.0% | +33.0% | +30.9% |
| 3M | -8.6% | -12.8% | +4.1% | -0.4% |
| 6M | +248.5% | -20.2% | +268.7% | +301.0% |
| YTD | +516.3% | -23.0% | +539.3% | +605.1% |
| 1Y | +2,036.6% | -41.8% | +2,078.5% | +2,813.9% |
| All | +2,330.7% | -51.4% | +2,382.1% | +3,497.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling