+559.3%
ROKU vs LEN
+80.9%
+478.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.4% |
| 7D | -0.4% | -4.8% | +4.3% | +1.5% |
| 30D | +2.1% | -6.6% | +8.6% | +4.8% |
| 3M | +29.5% | -15.7% | +45.2% | +37.5% |
| 6M | +53.8% | -16.6% | +70.4% | +63.5% |
| YTD | +42.8% | -21.3% | +64.1% | +54.3% |
| 1Y | +60.7% | -42.0% | +102.8% | +97.2% |
| 3Y | +83.9% | -27.9% | +111.8% | +97.3% |
| 5Y | -52.8% | -10.7% | -42.1% | -54.6% |
| All | +559.3% | +80.9% | +478.3% | +469.4% |
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