-72.2%
OPEN vs LEN
+45.9%
-118.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.8% |
| 7D | -2.9% | -3.4% | +0.5% | +0.4% |
| 30D | -13.8% | -5.7% | -8.1% | -8.6% |
| 3M | -30.9% | -12.2% | -18.6% | -22.6% |
| 6M | -40.9% | -18.3% | -22.7% | -29.1% |
| YTD | -48.5% | -20.2% | -28.3% | -37.1% |
| 1Y | -50.9% | -40.1% | -10.8% | -19.9% |
| 3Y | -20.6% | -26.2% | +5.6% | +10.8% |
| 5Y | -84.2% | -9.8% | -74.3% | -81.9% |
| All | -72.2% | +45.9% | -118.2% | -73.4% |
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