+1,514.2%
RF vs LEN
+10,533.4%
-9,019.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.3% |
| 7D | +1.3% | -3.2% | +4.5% | +2.6% |
| 30D | -3.6% | -4.9% | +1.3% | -1.9% |
| 3M | +8.1% | -8.5% | +16.6% | +11.1% |
| 6M | +11.5% | -20.7% | +32.1% | +20.7% |
| YTD | +15.6% | -17.4% | +33.0% | +22.3% |
| 1Y | +15.7% | -38.2% | +53.9% | +36.5% |
| 3Y | +86.9% | -24.9% | +111.8% | +98.7% |
| 5Y | +89.8% | -11.4% | +101.3% | +82.3% |
| 10Y | +344.7% | +110.0% | +234.7% | +175.6% |
| All | +1,514.2% | +10,533.4% | -9,019.2% | +320.0% |
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 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