+43,271.5%
RMD vs LEN
+3,316.2%
+39,955.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +2.1% | -5.8% | +7.9% | +3.2% |
| 30D | +2.1% | +13.7% | -11.6% | -0.5% |
| 3M | +6.2% | -3.9% | +10.1% | +6.6% |
| 6M | +19.4% | -0.4% | +19.8% | +18.7% |
| YTD | +0.5% | -16.8% | +17.4% | +3.0% |
| 1Y | -3.9% | -29.5% | +25.5% | +1.4% |
| 3Y | +72.5% | -25.6% | +98.1% | +78.0% |
| 5Y | -1.5% | -13.2% | +11.7% | -2.6% |
| 10Y | +345.8% | +138.5% | +207.3% | +246.1% |
| All | +43,271.5% | +3,316.2% | +39,955.3% | +16,993.9% |
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 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