+345.8%
RIO vs LEN
+136.9%
+208.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | -5.8% | +4.8% | +0.5% |
| 30D | -9.1% | +13.7% | -22.8% | -12.2% |
| 3M | -13.7% | -3.9% | -9.8% | -13.4% |
| 6M | -24.3% | -0.4% | -24.0% | -25.0% |
| YTD | +8.9% | -16.8% | +25.7% | +12.0% |
| 1Y | +22.7% | -29.5% | +52.2% | +31.0% |
| 3Y | +51.2% | -25.6% | +76.8% | +55.5% |
| 5Y | +88.1% | -13.2% | +101.3% | +81.1% |
| All | +345.8% | +136.9% | +208.9% | +177.1% |
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 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