+209.9%
ON vs LEN
+1,240.6%
-1,030.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +2.4% | -3.2% | +5.6% | +3.7% |
| 30D | -3.3% | -4.9% | +1.6% | -1.6% |
| 3M | -43.6% | -8.5% | -35.1% | -42.0% |
| 6M | +19.0% | -20.7% | +39.6% | +29.3% |
| YTD | +37.4% | -17.4% | +54.8% | +46.3% |
| 1Y | +54.8% | -38.2% | +93.0% | +84.1% |
| 3Y | -25.2% | -24.9% | -0.3% | -18.6% |
| 5Y | +62.7% | -11.4% | +74.2% | +66.3% |
| 10Y | +574.3% | +110.0% | +464.3% | +382.7% |
| All | +209.9% | +1,240.6% | -1,030.7% | -37.5% |
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 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