-87.9%
OPEN vs LEN
+57.6%
-145.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.4% | -1.7% | -1.7% |
| 7D | -24.7% | +0.7% | -25.4% | -24.2% |
| 30D | -41.0% | +13.0% | -54.0% | -47.2% |
| 3M | -62.4% | +1.9% | -64.3% | -62.9% |
| 6M | -73.9% | -0.7% | -73.1% | -74.0% |
| YTD | -77.5% | -13.8% | -63.7% | -74.5% |
| 1Y | -83.6% | -28.1% | -55.5% | -77.9% |
| 3Y | -37.0% | -22.8% | -14.2% | -16.2% |
| 5Y | -93.3% | -7.4% | -85.9% | -92.7% |
| All | -87.9% | +57.6% | -145.5% | -89.2% |
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