+271.5%
RMD vs LEN
+108.0%
+163.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.1% |
| 7D | -4.4% | -4.8% | +0.3% | -3.3% |
| 30D | -3.1% | -6.6% | +3.4% | -1.6% |
| 3M | +13.8% | -15.7% | +29.4% | +18.1% |
| 6M | -8.6% | -16.6% | +8.1% | -5.2% |
| YTD | -8.6% | -21.3% | +12.7% | -4.3% |
| 1Y | -19.7% | -42.0% | +22.4% | -10.0% |
| 3Y | +48.4% | -27.9% | +76.3% | +55.5% |
| 5Y | -22.7% | -10.7% | -12.0% | -24.4% |
| All | +271.5% | +108.0% | +163.4% | +178.6% |
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