+855.4%
PODD vs LEN
+158.9%
+696.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +4.1% | -5.8% | +9.9% | +6.2% |
| 30D | +13.9% | +13.7% | +0.1% | +8.8% |
| 3M | +4.1% | -3.9% | +8.0% | +4.8% |
| 6M | +2.4% | -0.4% | +2.8% | +1.2% |
| YTD | -46.4% | -16.8% | -29.5% | -44.3% |
| 1Y | -54.2% | -29.5% | -24.7% | -49.8% |
| 3Y | -6.9% | -25.6% | +18.7% | -3.4% |
| 5Y | -51.6% | -13.2% | -38.3% | -53.1% |
| 10Y | +329.3% | +138.5% | +190.8% | +155.8% |
| All | +855.4% | +158.9% | +696.5% | +202.5% |
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