+5,669.9%
RCL vs LEN
+3,526.8%
+2,143.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +2.7% |
| 7D | +6.5% | +2.1% | +4.4% | +5.6% |
| 30D | +15.9% | +16.6% | -0.7% | +8.1% |
| 3M | +2.7% | +5.3% | -2.6% | -0.6% |
| 6M | +15.2% | -0.8% | +16.0% | +14.3% |
| YTD | +19.2% | -11.7% | +31.0% | +23.7% |
| 1Y | +31.6% | -24.6% | +56.2% | +45.8% |
| 3Y | +274.2% | -18.7% | +292.9% | +286.1% |
| 5Y | +250.1% | -4.4% | +254.5% | +233.8% |
| 10Y | +388.4% | +152.2% | +236.2% | +200.3% |
| All | +5,669.9% | +3,526.8% | +2,143.2% | +1,219.8% |
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 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