+53.9%
RMD vs LEN
-25.9%
+79.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -2.2% |
| 7D | -4.5% | -2.9% | -1.6% | -3.7% |
| 30D | +4.6% | -8.9% | +13.5% | +7.2% |
| 3M | +14.8% | -10.9% | +25.7% | +17.9% |
| 6M | -12.1% | -19.7% | +7.6% | -7.3% |
| YTD | -7.5% | -20.6% | +13.1% | -2.8% |
| 1Y | -20.1% | -42.4% | +22.4% | -8.1% |
| 3Y | +53.9% | -26.5% | +80.4% | +44.9% |
| All | +53.9% | -25.9% | +79.8% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling