+580.6%
RIO vs LEN
+103.6%
+477.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.5% | -0.7% | -3.3% |
| 7D | -3.4% | -7.8% | +4.4% | -1.5% |
| 30D | +0.6% | -11.0% | +11.6% | +3.4% |
| 3M | +2.5% | -12.8% | +15.3% | +5.6% |
| 6M | +10.8% | -20.2% | +31.0% | +16.3% |
| YTD | +30.5% | -23.0% | +53.5% | +37.6% |
| 1Y | +68.1% | -41.8% | +110.0% | +88.9% |
| 3Y | +94.0% | -28.8% | +122.8% | +102.6% |
| 5Y | +92.0% | -12.6% | +104.6% | +84.7% |
| All | +580.6% | +103.6% | +477.0% | +368.4% |
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