+58.5%
ON vs LEN
-12.1%
+70.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.8% | -0.6% | -2.1% |
| 7D | -2.2% | -2.9% | +0.7% | -0.4% |
| 30D | -12.4% | -8.9% | -3.6% | -7.8% |
| 3M | -41.2% | -10.9% | -30.3% | -37.8% |
| 6M | +25.0% | -19.7% | +44.6% | +40.4% |
| YTD | +31.3% | -20.6% | +51.8% | +47.1% |
| 1Y | +45.4% | -42.4% | +87.8% | +99.2% |
| 3Y | -27.4% | -26.5% | -0.9% | -21.5% |
| 5Y | +58.5% | -10.9% | +69.4% | +44.1% |
| All | +58.5% | -12.1% | +70.6% | +44.1% |
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 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