+342.5%
RCL vs LEN
+103.7%
+238.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.1% |
| 7D | -2.2% | -3.4% | +1.2% | -0.4% |
| 30D | -15.7% | -5.7% | -10.0% | -13.0% |
| 3M | -8.0% | -12.2% | +4.3% | -1.5% |
| 6M | -10.1% | -18.3% | +8.1% | +0.2% |
| YTD | -5.9% | -20.2% | +14.3% | +5.2% |
| 1Y | -23.5% | -40.1% | +16.6% | -0.2% |
| 3Y | +174.4% | -26.2% | +200.6% | +195.5% |
| 5Y | +227.1% | -9.8% | +237.0% | +202.0% |
| 10Y | +342.5% | +109.1% | +233.4% | +111.8% |
| All | +342.5% | +103.7% | +238.8% | +111.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling