-52.0%
ROKU vs LEN
-11.2%
-40.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.7% |
| 7D | -0.4% | -4.8% | +4.3% | +2.2% |
| 30D | +2.1% | -6.6% | +8.6% | +5.7% |
| 3M | +29.5% | -15.7% | +45.2% | +40.2% |
| 6M | +53.8% | -16.6% | +70.4% | +66.6% |
| YTD | +42.8% | -21.3% | +64.1% | +57.8% |
| 1Y | +60.7% | -42.0% | +102.8% | +113.8% |
| 3Y | +83.9% | -27.9% | +111.8% | +83.9% |
| All | -52.0% | -11.2% | -40.8% | -68.4% |
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 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