-83.6%
OPEN vs LEN
-12.1%
-71.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | +2.0% |
| 7D | +1.0% | -2.9% | +3.9% | +4.4% |
| 30D | -11.9% | -8.9% | -3.1% | -1.8% |
| 3M | -28.8% | -10.9% | -17.9% | -20.4% |
| 6M | -38.6% | -19.7% | -18.9% | -22.5% |
| YTD | -47.3% | -20.6% | -26.8% | -33.5% |
| 1Y | -49.2% | -42.4% | -6.7% | -4.5% |
| 3Y | -18.8% | -26.5% | +7.8% | +11.7% |
| 5Y | -83.6% | -10.9% | -72.7% | -84.0% |
| All | -83.6% | -12.1% | -71.5% | -84.0% |
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