+504.9%
P vs LEN
+115.3%
+389.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.2% | +3.1% | +5.2% |
| 7D | -9.6% | +0.6% | -10.2% | -10.1% |
| 30D | -33.4% | +19.4% | -52.8% | -38.1% |
| 3M | +14.2% | +4.5% | +9.7% | +10.6% |
| 6M | +31.6% | +4.9% | +26.7% | +26.3% |
| YTD | +53.5% | -8.9% | +62.4% | +53.1% |
| 1Y | +14.2% | -23.0% | +37.1% | +20.2% |
| 3Y | +190.5% | -16.7% | +207.2% | +181.6% |
| 5Y | +256.3% | -4.5% | +260.8% | +215.4% |
| 10Y | +707.9% | +162.2% | +545.7% | +339.1% |
| All | +504.9% | +115.3% | +389.6% | +234.7% |
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