+53,560.1%
ORLY vs LEN
+3,020.0%
+50,540.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -1.0% | -3.4% | +2.4% | -0.3% |
| 30D | -6.7% | -5.7% | -1.0% | -5.6% |
| 3M | -3.8% | -12.2% | +8.4% | -1.5% |
| 6M | -9.0% | -18.3% | +9.3% | -5.7% |
| YTD | -5.6% | -20.2% | +14.6% | -2.0% |
| 1Y | -19.5% | -40.1% | +20.6% | -11.4% |
| 3Y | +34.7% | -26.2% | +60.9% | +38.4% |
| 5Y | +118.0% | -9.8% | +127.9% | +110.3% |
| 10Y | +364.1% | +109.1% | +255.0% | +253.1% |
| All | +53,560.1% | +3,020.0% | +50,540.1% | +18,713.8% |
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