+686.6%
P vs LEN
+148.4%
+538.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.7% | +4.6% |
| 7D | -23.8% | +2.1% | -25.9% | -24.8% |
| 30D | -36.6% | +16.6% | -53.2% | -40.6% |
| 3M | +10.9% | +5.3% | +5.6% | +7.0% |
| 6M | +30.0% | -0.8% | +30.8% | +27.1% |
| YTD | +44.4% | -11.7% | +56.1% | +45.5% |
| 1Y | +3.9% | -24.6% | +28.5% | +10.1% |
| 3Y | +176.6% | -18.7% | +195.3% | +169.7% |
| 5Y | +249.3% | -4.4% | +253.7% | +207.6% |
| All | +686.6% | +148.4% | +538.2% | +345.4% |
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