+53.4%
ROKU vs LEN
-21.9%
+75.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.1% | -5.6% | +0.9% |
| 7D | +4.8% | +10.5% | -5.7% | +3.7% |
| 30D | +6.1% | +24.6% | -18.5% | +3.6% |
| 3M | +10.5% | +6.6% | +3.8% | +9.6% |
| 6M | +29.2% | +10.6% | +18.5% | +25.9% |
| YTD | +50.0% | -8.3% | +58.3% | +49.4% |
| 1Y | +53.4% | -22.5% | +75.9% | +51.0% |
| All | +53.4% | -21.9% | +75.3% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling