+6,118.4%
RIO vs LEN
+11,226.6%
-5,108.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.4% | +1.5% |
| 7D | +1.9% | -2.9% | +4.8% | +2.6% |
| 30D | +5.0% | -8.9% | +13.8% | +7.2% |
| 3M | +5.1% | -10.9% | +16.0% | +7.6% |
| 6M | +17.6% | -19.7% | +37.3% | +23.2% |
| YTD | +36.3% | -20.6% | +56.9% | +42.5% |
| 1Y | +71.2% | -42.4% | +113.6% | +92.3% |
| 3Y | +102.7% | -26.5% | +129.2% | +110.7% |
| 5Y | +99.6% | -10.9% | +110.5% | +92.8% |
| 10Y | +603.1% | +100.6% | +502.5% | +420.9% |
| All | +6,118.4% | +11,226.6% | -5,108.2% | +2,191.3% |
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