+6,406.1%
OMC vs LEN
+10,606.4%
-4,200.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.9% | -5.8% | +7.6% | +3.1% |
| 30D | +12.2% | +13.7% | -1.5% | +9.2% |
| 3M | +0.6% | -3.9% | +4.5% | +1.1% |
| 6M | +21.0% | -0.4% | +21.4% | +20.4% |
| YTD | +12.4% | -16.8% | +29.2% | +15.1% |
| 1Y | +25.4% | -29.5% | +54.9% | +32.6% |
| 3Y | +29.2% | -25.6% | +54.8% | +33.6% |
| 5Y | +52.6% | -13.2% | +65.8% | +50.6% |
| 10Y | +53.6% | +138.5% | -84.8% | +17.6% |
| All | +6,406.1% | +10,606.4% | -4,200.3% | +2,280.1% |
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 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