-54.4%
PODD vs LEN
-10.6%
-43.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.5% | -3.2% |
| 7D | -6.9% | -3.4% | -3.5% | -5.8% |
| 30D | -3.5% | -5.7% | +2.2% | -1.6% |
| 3M | -13.6% | -12.2% | -1.4% | -10.2% |
| 6M | -42.6% | -18.3% | -24.3% | -39.1% |
| YTD | -51.5% | -20.2% | -31.3% | -48.5% |
| 1Y | -60.9% | -40.1% | -20.8% | -53.9% |
| 3Y | -19.8% | -26.2% | +6.4% | -19.9% |
| 5Y | -54.4% | -9.8% | -44.5% | -61.3% |
| All | -54.4% | -10.6% | -43.8% | -61.3% |
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