+231.7%
RF vs LEN
+142.4%
+89.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.3% | -6.4% | +5.0% | +1.0% |
| 30D | +4.6% | +15.6% | -11.0% | -1.4% |
| 3M | -8.4% | -0.8% | -7.7% | -9.1% |
| 6M | +8.9% | +0.4% | +8.5% | +6.9% |
| YTD | +8.8% | -14.1% | +22.9% | +12.2% |
| 1Y | +18.9% | -29.6% | +48.5% | +32.1% |
| 3Y | +116.0% | -23.1% | +139.1% | +124.7% |
| 5Y | +46.0% | -8.9% | +54.9% | +36.6% |
| 10Y | +231.7% | +146.2% | +85.5% | +87.6% |
| All | +231.7% | +142.4% | +89.4% | +87.6% |
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