+263.4%
ROK vs LEN
+136.9%
+126.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +7.1% | -5.8% | +12.9% | +9.3% |
| 30D | -5.0% | +13.7% | -18.7% | -10.1% |
| 3M | -9.4% | -3.9% | -5.5% | -9.3% |
| 6M | -11.0% | -0.4% | -10.6% | -12.5% |
| YTD | +4.4% | -16.8% | +21.3% | +9.0% |
| 1Y | +7.4% | -29.5% | +36.9% | +18.9% |
| 3Y | +61.0% | -25.6% | +86.6% | +69.6% |
| 5Y | +30.4% | -13.2% | +43.6% | +25.8% |
| All | +263.4% | +136.9% | +126.5% | +132.9% |
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