+824.1%
PODD vs LEN
+157.1%
+666.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.7% |
| 7D | +1.6% | -3.2% | +4.8% | +2.7% |
| 30D | +10.7% | -4.9% | +15.6% | +12.3% |
| 3M | +0.7% | -8.5% | +9.2% | +3.2% |
| 6M | -39.3% | -20.7% | -18.6% | -35.1% |
| YTD | -48.1% | -17.4% | -30.7% | -45.7% |
| 1Y | -57.4% | -38.2% | -19.2% | -51.1% |
| 3Y | -23.3% | -24.9% | +1.6% | -20.2% |
| 5Y | -51.3% | -11.4% | -39.8% | -52.9% |
| 10Y | +242.0% | +110.0% | +132.0% | +115.3% |
| All | +824.1% | +157.1% | +666.9% | +195.1% |
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 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