-42.2%
RIG vs LEN
+108.0%
-150.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.5% |
| 7D | -3.1% | -4.8% | +1.7% | -1.5% |
| 30D | -0.5% | -6.6% | +6.0% | +1.6% |
| 3M | -6.0% | -15.7% | +9.7% | -1.4% |
| 6M | -10.1% | -16.6% | +6.5% | -6.3% |
| YTD | +37.3% | -21.3% | +58.6% | +45.5% |
| 1Y | +73.9% | -42.0% | +116.0% | +105.2% |
| 3Y | -30.2% | -27.9% | -2.3% | -26.1% |
| 5Y | +62.5% | -10.7% | +73.2% | +50.4% |
| All | -42.2% | +108.0% | -150.2% | -58.3% |
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