-9.7%
RKT vs LEN
-10.6%
+1.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.2% | -3.2% |
| 7D | -1.0% | -3.4% | +2.4% | +2.0% |
| 30D | -2.4% | -5.7% | +3.3% | +2.8% |
| 3M | +1.9% | -12.2% | +14.1% | +14.6% |
| 6M | -13.9% | -18.3% | +4.4% | +3.3% |
| YTD | -30.6% | -20.2% | -10.4% | -15.5% |
| 1Y | -34.4% | -40.1% | +5.7% | +1.4% |
| 3Y | +38.2% | -26.2% | +64.4% | +78.5% |
| 5Y | -9.7% | -9.8% | +0.2% | -13.7% |
| All | -9.7% | -10.6% | +1.0% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling