+715.0%
P vs LEN
+99.2%
+615.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.5% | +3.0% |
| 7D | +7.8% | -2.9% | +10.7% | +8.9% |
| 30D | +12.3% | -8.9% | +21.2% | +15.8% |
| 3M | +37.1% | -10.9% | +48.0% | +41.5% |
| 6M | +66.1% | -19.7% | +85.7% | +77.1% |
| YTD | +50.9% | -20.6% | +71.5% | +60.2% |
| 1Y | +27.2% | -42.4% | +69.6% | +50.4% |
| 3Y | +158.7% | -26.5% | +185.2% | +165.0% |
| 5Y | +291.1% | -10.9% | +302.0% | +257.4% |
| 10Y | +715.0% | +100.6% | +614.4% | +406.4% |
| All | +715.0% | +99.2% | +615.8% | +406.4% |
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