+652.6%
P vs LEN
+147.0%
+505.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.5% | +0.9% |
| 7D | -13.3% | +0.7% | -14.0% | -13.7% |
| 30D | -34.0% | +13.0% | -47.0% | -37.5% |
| 3M | +4.1% | +1.9% | +2.2% | +1.7% |
| 6M | +30.5% | -0.7% | +31.2% | +27.5% |
| YTD | +52.2% | -13.8% | +66.0% | +54.6% |
| 1Y | +10.3% | -28.1% | +38.4% | +18.7% |
| 3Y | +180.9% | -22.8% | +203.7% | +179.4% |
| 5Y | +259.7% | -7.4% | +267.1% | +220.3% |
| 10Y | +652.6% | +143.7% | +508.9% | +337.1% |
| All | +652.6% | +147.0% | +505.6% | +337.1% |
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