+341.2%
ROK vs LEN
+103.6%
+237.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +0.2% |
| 7D | -1.6% | -7.8% | +6.1% | +1.3% |
| 30D | -5.4% | -11.0% | +5.6% | -1.4% |
| 3M | -4.0% | -12.8% | +8.8% | +0.4% |
| 6M | +13.3% | -20.2% | +33.5% | +22.3% |
| YTD | +9.3% | -23.0% | +32.4% | +19.0% |
| 1Y | +25.8% | -41.8% | +67.6% | +51.1% |
| 3Y | +49.1% | -28.8% | +77.9% | +61.3% |
| 5Y | +45.9% | -12.6% | +58.5% | +42.1% |
| All | +341.2% | +103.6% | +237.6% | +192.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling