+5,387.7%
O vs LEN
+4,060.7%
+1,327.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -0.7% | -3.2% | +2.4% | +0.1% |
| 30D | -1.9% | -4.9% | +3.0% | -0.7% |
| 3M | +3.8% | -8.5% | +12.3% | +5.7% |
| 6M | -4.7% | -20.7% | +15.9% | +0.3% |
| YTD | +12.5% | -17.4% | +29.9% | +16.7% |
| 1Y | +10.8% | -38.2% | +49.1% | +23.6% |
| 3Y | +28.8% | -24.9% | +53.6% | +33.1% |
| 5Y | +13.2% | -11.4% | +24.6% | +9.0% |
| 10Y | +53.5% | +110.0% | -56.6% | +11.1% |
| All | +5,387.7% | +4,060.7% | +1,327.1% | +1,892.7% |
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