+550.6%
ROKU vs LEN
+83.6%
+467.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -3.0% | -3.4% | +0.3% | -1.7% |
| 30D | +0.7% | -5.7% | +6.4% | +3.0% |
| 3M | +26.5% | -12.2% | +38.7% | +32.0% |
| 6M | +52.6% | -18.3% | +70.9% | +63.8% |
| YTD | +40.9% | -20.2% | +61.1% | +51.5% |
| 1Y | +57.6% | -40.1% | +97.7% | +90.6% |
| 3Y | +83.2% | -26.2% | +109.4% | +94.7% |
| 5Y | -54.8% | -9.8% | -45.0% | -56.7% |
| All | +550.6% | +83.6% | +467.1% | +458.8% |
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