-6.1%
RDW vs LEN
-11.2%
+5.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -3.4% |
| 7D | +0.9% | -4.8% | +5.6% | +3.1% |
| 30D | -21.3% | -6.6% | -14.7% | -18.9% |
| 3M | -37.9% | -15.7% | -22.2% | -32.8% |
| 6M | +12.3% | -16.6% | +28.9% | +22.8% |
| YTD | +39.7% | -21.3% | +61.1% | +54.3% |
| 1Y | +25.7% | -42.0% | +67.7% | +61.5% |
| 3Y | +230.8% | -27.9% | +258.8% | +244.0% |
| All | -6.1% | -11.2% | +5.1% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling