-52.6%
PODD vs LEN
-12.2%
-40.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.6% |
| 7D | -4.4% | -8.7% | +4.4% | -1.4% |
| 30D | +8.1% | +11.6% | -3.5% | +4.1% |
| 3M | +2.9% | -1.3% | +4.2% | +2.7% |
| 6M | -5.7% | -1.4% | -4.3% | -6.5% |
| YTD | -47.5% | -16.9% | -30.6% | -45.4% |
| 1Y | -55.7% | -31.2% | -24.5% | -50.6% |
| 3Y | -3.7% | -25.6% | +21.8% | -4.2% |
| 5Y | -52.6% | -13.3% | -39.3% | -60.1% |
| All | -52.6% | -12.2% | -40.4% | -60.1% |
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