+50.9%
O vs LEN
+103.6%
-52.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.2% |
| 7D | -3.5% | -7.8% | +4.2% | -1.1% |
| 30D | -3.3% | -11.0% | +7.7% | +0.1% |
| 3M | -2.8% | -12.8% | +9.9% | +0.7% |
| 6M | -5.8% | -20.2% | +14.4% | -0.1% |
| YTD | +9.4% | -23.0% | +32.4% | +16.7% |
| 1Y | +5.7% | -41.8% | +47.5% | +22.7% |
| 3Y | +27.2% | -28.8% | +56.0% | +33.1% |
| 5Y | +17.2% | -12.6% | +29.8% | +9.5% |
| All | +50.9% | +103.6% | -52.7% | -11.2% |
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 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