+485.4%
P vs LEN
+95.3%
+390.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +6.5% | -3.2% | +9.7% | +7.7% |
| 30D | +18.8% | -4.9% | +23.7% | +20.7% |
| 3M | +26.7% | -8.5% | +35.2% | +29.7% |
| 6M | +62.2% | -20.7% | +82.8% | +73.9% |
| YTD | +48.5% | -17.4% | +65.9% | +55.6% |
| 1Y | +26.4% | -38.2% | +64.6% | +45.7% |
| 3Y | +159.4% | -24.9% | +184.3% | +163.9% |
| 5Y | +275.8% | -11.4% | +287.2% | +245.8% |
| 10Y | +732.0% | +110.0% | +622.0% | +396.8% |
| All | +485.4% | +95.3% | +390.1% | +240.2% |
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