+281.3%
P vs LEN
-10.8%
+292.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +6.5% | -3.2% | +9.7% | +7.5% |
| 30D | +18.8% | -4.9% | +23.7% | +20.3% |
| 3M | +26.7% | -8.5% | +35.2% | +29.1% |
| 6M | +62.2% | -20.7% | +82.8% | +71.7% |
| YTD | +48.5% | -17.4% | +65.9% | +54.2% |
| 1Y | +26.4% | -38.2% | +64.6% | +42.5% |
| 3Y | +159.4% | -24.9% | +184.3% | +154.3% |
| All | +281.3% | -10.8% | +292.1% | +234.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling