+30.1%
ROK vs LEN
-13.2%
+43.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.2% |
| 3M | -9.4% | -3.9% | -5.5% | -9.2% |
| 6M | -11.0% | -0.4% | -10.6% | -12.6% |
| YTD | +4.4% | -16.8% | +21.3% | +9.3% |
| 1Y | +7.4% | -29.5% | +36.9% | +19.7% |
| 3Y | +61.0% | -25.6% | +86.6% | +67.4% |
| All | +30.1% | -13.2% | +43.4% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling