+5,286.6%
O vs LEN
+4,242.0%
+1,044.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.4% | +1.5% |
| 7D | +3.5% | +0.7% | +2.9% | +3.3% |
| 30D | +10.4% | +13.0% | -2.6% | +6.6% |
| 3M | -2.4% | +1.9% | -4.3% | -3.5% |
| 6M | -1.2% | -0.7% | -0.5% | -2.2% |
| YTD | +10.4% | -13.8% | +24.2% | +12.7% |
| 1Y | +11.4% | -28.1% | +39.5% | +18.9% |
| 3Y | +40.4% | -22.8% | +63.2% | +43.5% |
| 5Y | +12.1% | -7.4% | +19.5% | +6.2% |
| 10Y | +82.7% | +143.7% | -61.0% | +26.8% |
| All | +5,286.6% | +4,242.0% | +1,044.6% | +1,823.7% |
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