+43,035.9%
RMD vs LEN
+3,315.0%
+39,720.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.3% | +0.8% |
| 7D | -0.2% | -8.7% | +8.6% | +1.5% |
| 30D | +1.6% | +11.6% | -9.9% | -0.6% |
| 3M | +6.0% | -1.3% | +7.3% | +5.9% |
| 6M | +17.9% | -1.4% | +19.3% | +17.5% |
| YTD | 0.0% | -16.9% | +16.9% | +2.5% |
| 1Y | -4.5% | -31.2% | +26.6% | +1.3% |
| 3Y | +70.8% | -25.6% | +96.4% | +76.2% |
| 5Y | -2.0% | -13.3% | +11.2% | -3.1% |
| 10Y | +343.4% | +138.4% | +205.0% | +244.2% |
| All | +43,035.9% | +3,315.0% | +39,720.9% | +16,902.5% |
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