-41.5%
RIG vs LEN
+3,335.7%
-3,377.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -0.6% |
| 7D | -2.7% | -2.9% | +0.2% | -2.0% |
| 30D | +9.5% | -8.9% | +18.4% | +11.7% |
| 3M | -6.6% | -10.9% | +4.3% | -4.9% |
| 6M | -2.9% | -19.7% | +16.8% | +0.9% |
| YTD | +39.5% | -20.6% | +60.1% | +45.0% |
| 1Y | +82.3% | -42.4% | +124.7% | +103.8% |
| 3Y | -29.6% | -26.5% | -3.0% | -26.6% |
| 5Y | +63.2% | -10.9% | +74.1% | +58.1% |
| 10Y | -45.0% | +100.6% | -145.6% | -57.0% |
| All | -41.5% | +3,335.7% | -3,377.2% | -71.3% |
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 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