+31.8%
OMC vs LEN
+103.6%
-71.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +2.4% |
| 7D | -6.2% | -7.8% | +1.5% | -4.2% |
| 30D | -7.6% | -11.0% | +3.5% | -4.7% |
| 3M | +7.4% | -12.8% | +20.2% | +10.9% |
| 6M | +0.1% | -20.2% | +20.3% | +5.6% |
| YTD | +0.4% | -23.0% | +23.5% | +6.0% |
| 1Y | +7.8% | -41.8% | +49.6% | +22.4% |
| 3Y | +11.8% | -28.8% | +40.6% | +17.9% |
| 5Y | +32.5% | -12.6% | +45.1% | +28.6% |
| All | +31.8% | +103.6% | -71.8% | -3.1% |
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