+5,947.5%
OMC vs LEN
+10,533.4%
-4,585.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | -6.4% | -3.2% | -3.2% | -5.8% |
| 30D | +1.1% | -4.9% | +6.0% | +2.1% |
| 3M | +10.4% | -8.5% | +18.9% | +12.2% |
| 6M | -1.7% | -20.7% | +19.0% | +2.5% |
| YTD | +4.4% | -17.4% | +21.9% | +7.5% |
| 1Y | +8.4% | -38.2% | +46.7% | +18.1% |
| 3Y | +14.4% | -24.9% | +39.3% | +18.3% |
| 5Y | +33.9% | -11.4% | +45.3% | +32.0% |
| 10Y | +34.9% | +110.0% | -75.2% | +6.1% |
| All | +5,947.5% | +10,533.4% | -4,585.9% | +2,122.8% |
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