+572.1%
ON vs LEN
+103.6%
+468.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +0.9% |
| 7D | -4.7% | -7.8% | +3.0% | -0.1% |
| 30D | -13.5% | -11.0% | -2.5% | -7.8% |
| 3M | -36.3% | -12.8% | -23.5% | -32.0% |
| 6M | +17.8% | -20.2% | +38.0% | +32.1% |
| YTD | +29.6% | -23.0% | +52.6% | +47.3% |
| 1Y | +45.8% | -41.8% | +87.6% | +94.1% |
| 3Y | -28.3% | -28.8% | +0.5% | -18.6% |
| 5Y | +49.6% | -12.6% | +62.3% | +47.4% |
| All | +572.1% | +103.6% | +468.5% | +280.5% |
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 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