+213.6%
RF vs LEN
+136.9%
+76.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.9% | -5.8% | +7.7% | +4.1% |
| 30D | +7.3% | +13.7% | -6.4% | +1.8% |
| 3M | -7.9% | -3.9% | -4.1% | -7.5% |
| 6M | +10.5% | -0.4% | +10.9% | +8.8% |
| YTD | +9.6% | -16.8% | +26.5% | +14.4% |
| 1Y | +20.3% | -29.5% | +49.8% | +33.4% |
| 3Y | +119.5% | -25.6% | +145.1% | +131.1% |
| 5Y | +48.2% | -13.2% | +61.4% | +41.3% |
| All | +213.6% | +136.9% | +76.7% | +86.7% |
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