+92.6%
NDAQ vs LEN
-25.9%
+118.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.4% |
| 7D | -2.6% | -2.9% | +0.3% | -2.2% |
| 30D | +0.5% | -8.9% | +9.3% | +1.5% |
| 3M | +9.9% | -10.9% | +20.8% | +11.1% |
| 6M | +8.2% | -19.7% | +27.9% | +10.7% |
| YTD | -1.5% | -20.6% | +19.1% | +0.3% |
| 1Y | +1.3% | -42.4% | +43.7% | +8.7% |
| 3Y | +92.6% | -26.5% | +119.1% | +94.6% |
| All | +92.6% | -25.9% | +118.5% | +94.6% |
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 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