+4,549.4%
RCL vs LEN
+3,293.8%
+1,255.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | -5.1% | -3.2% | -1.9% | -3.7% |
| 30D | -19.0% | -4.9% | -14.1% | -17.3% |
| 3M | -9.6% | -8.5% | -1.1% | -6.2% |
| 6M | -6.7% | -20.7% | +14.0% | +3.0% |
| YTD | -3.9% | -17.4% | +13.5% | +3.6% |
| 1Y | -25.1% | -38.2% | +13.2% | -8.9% |
| 3Y | +179.1% | -24.9% | +204.0% | +200.2% |
| 5Y | +243.3% | -11.4% | +254.8% | +241.2% |
| 10Y | +325.8% | +110.0% | +215.7% | +184.4% |
| All | +4,549.4% | +3,293.8% | +1,255.5% | +1,004.9% |
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