-70.8%
OPEN vs LEN
+51.0%
-121.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +1.7% |
| 7D | -4.3% | -3.2% | -1.1% | -1.1% |
| 30D | -16.2% | -4.9% | -11.3% | -11.8% |
| 3M | -36.4% | -8.5% | -27.9% | -31.6% |
| 6M | -35.5% | -20.7% | -14.8% | -20.2% |
| YTD | -46.0% | -17.4% | -28.6% | -36.2% |
| 1Y | -47.1% | -38.2% | -8.9% | -16.3% |
| 3Y | -19.0% | -24.9% | +5.8% | +10.9% |
| 5Y | -83.6% | -11.4% | -72.1% | -81.5% |
| All | -70.8% | +51.0% | -121.9% | -72.9% |
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