+1,402.2%
RF vs LEN
+11,263.3%
-9,861.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.8% | +0.9% |
| 7D | -0.9% | +2.1% | -3.0% | -1.9% |
| 30D | +6.0% | +16.6% | -10.5% | -0.7% |
| 3M | -8.9% | +5.3% | -14.2% | -11.8% |
| 6M | +2.3% | -0.8% | +3.1% | +0.8% |
| YTD | +7.6% | -11.7% | +19.3% | +9.8% |
| 1Y | +21.2% | -24.6% | +45.8% | +31.2% |
| 3Y | +108.5% | -18.7% | +127.2% | +113.3% |
| 5Y | +43.2% | -4.4% | +47.6% | +32.3% |
| 10Y | +288.1% | +152.2% | +135.9% | +121.8% |
| All | +1,402.2% | +11,263.3% | -9,861.1% | +277.1% |
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