+208.2%
ROL vs LEN
+103.7%
+104.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -3.3% | -3.4% | +0.1% | -2.6% |
| 30D | -7.2% | -5.7% | -1.6% | -6.2% |
| 3M | -27.0% | -12.2% | -14.7% | -25.3% |
| 6M | -39.5% | -18.3% | -21.2% | -37.4% |
| YTD | -41.8% | -20.2% | -21.6% | -39.6% |
| 1Y | -38.9% | -40.1% | +1.2% | -32.8% |
| 3Y | -0.4% | -26.2% | +25.8% | +1.9% |
| 5Y | -4.2% | -9.8% | +5.6% | -8.5% |
| 10Y | +208.2% | +109.1% | +99.1% | +143.2% |
| All | +208.2% | +103.7% | +104.5% | +143.2% |
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