+41,132.7%
RMD vs LEN
+3,292.9%
+37,839.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.2% |
| 7D | -5.0% | -3.2% | -1.8% | -4.4% |
| 30D | +2.2% | -4.9% | +7.1% | +3.1% |
| 3M | +17.8% | -8.5% | +26.3% | +19.6% |
| 6M | -11.3% | -20.7% | +9.3% | -7.7% |
| YTD | -4.4% | -17.4% | +13.0% | -1.6% |
| 1Y | -15.7% | -38.2% | +22.5% | -8.5% |
| 3Y | +47.7% | -24.9% | +72.6% | +52.7% |
| 5Y | -19.2% | -11.4% | -7.8% | -20.1% |
| 10Y | +280.4% | +110.0% | +170.4% | +203.2% |
| All | +41,132.7% | +3,292.9% | +37,839.8% | +16,232.9% |
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