+479.7%
NDAQ vs LEN
+142.4%
+337.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | 0.0% | -6.4% | +6.3% | +1.4% |
| 30D | +16.3% | +15.6% | +0.7% | +12.3% |
| 3M | +15.8% | -0.8% | +16.6% | +15.4% |
| 6M | +24.8% | +0.4% | +24.5% | +23.5% |
| YTD | +14.1% | -14.1% | +28.2% | +16.0% |
| 1Y | +26.5% | -29.6% | +56.2% | +34.7% |
| 3Y | +119.1% | -23.1% | +142.3% | +121.6% |
| 5Y | +70.9% | -8.9% | +79.8% | +60.7% |
| 10Y | +479.7% | +146.2% | +333.5% | +289.8% |
| All | +479.7% | +142.4% | +337.4% | +289.8% |
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