+29.7%
OMC vs LEN
-10.6%
+40.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.6% |
| 7D | -4.2% | -3.4% | -0.9% | -3.3% |
| 30D | -7.5% | -5.7% | -1.8% | -6.0% |
| 3M | +4.6% | -12.2% | +16.9% | +8.2% |
| 6M | -4.8% | -18.3% | +13.4% | +0.2% |
| YTD | -1.0% | -20.2% | +19.2% | +3.7% |
| 1Y | +3.8% | -40.1% | +43.9% | +18.9% |
| 3Y | +10.2% | -26.2% | +36.4% | +13.9% |
| 5Y | +29.7% | -9.8% | +39.6% | +16.5% |
| All | +29.7% | -10.6% | +40.3% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling