+2,327.9%
NDAQ vs LEN
+303.6%
+2,024.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.5% |
| 7D | -2.4% | -3.2% | +0.7% | -1.5% |
| 30D | +2.5% | -4.9% | +7.3% | +3.9% |
| 3M | +9.9% | -8.5% | +18.4% | +12.3% |
| 6M | +9.4% | -20.7% | +30.1% | +16.2% |
| YTD | +0.4% | -17.4% | +17.8% | +4.4% |
| 1Y | +4.0% | -38.2% | +42.3% | +17.6% |
| 3Y | +94.4% | -24.9% | +119.3% | +99.9% |
| 5Y | +56.7% | -11.4% | +68.2% | +48.4% |
| 10Y | +375.3% | +110.0% | +265.3% | +203.5% |
| All | +2,327.9% | +303.6% | +2,024.3% | +842.4% |
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