+15,354.0%
ROK vs LEN
+10,533.4%
+4,820.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +0.7% | -3.2% | +3.9% | +1.6% |
| 30D | -3.3% | -4.9% | +1.6% | -2.1% |
| 3M | -5.9% | -8.5% | +2.6% | -3.9% |
| 6M | +13.9% | -20.7% | +34.5% | +20.8% |
| YTD | +12.6% | -17.4% | +30.0% | +17.7% |
| 1Y | +28.6% | -38.2% | +66.8% | +45.0% |
| 3Y | +45.1% | -24.9% | +70.0% | +52.7% |
| 5Y | +45.6% | -11.4% | +57.0% | +44.4% |
| 10Y | +345.0% | +110.0% | +235.0% | +230.6% |
| All | +15,354.0% | +10,533.4% | +4,820.6% | +5,221.7% |
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