-1.6%
RMD vs LEN
-7.9%
+6.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -0.8% | -6.4% | +5.5% | +1.0% |
| 30D | +1.7% | +15.6% | -14.0% | -2.8% |
| 3M | +6.4% | -0.8% | +7.1% | +6.0% |
| 6M | +20.7% | +0.4% | +20.3% | +19.2% |
| YTD | -0.2% | -14.1% | +14.0% | +2.6% |
| 1Y | -4.5% | -29.6% | +25.1% | +4.2% |
| 3Y | +70.5% | -23.1% | +93.7% | +73.2% |
| 5Y | -1.6% | -8.9% | +7.3% | -9.2% |
| All | -1.6% | -7.9% | +6.3% | -9.2% |
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