+214.7%
ROL vs LEN
+147.0%
+67.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.8% |
| 7D | +3.4% | +0.7% | +2.7% | +3.2% |
| 30D | +20.8% | +13.0% | +7.8% | +17.6% |
| 3M | +3.7% | +1.9% | +1.8% | +3.0% |
| 6M | -27.7% | -0.7% | -26.9% | -28.1% |
| YTD | -34.9% | -13.8% | -21.1% | -33.8% |
| 1Y | -33.3% | -28.1% | -5.2% | -29.6% |
| 3Y | +4.3% | -22.8% | +27.2% | +5.6% |
| 5Y | +15.0% | -7.4% | +22.3% | +9.1% |
| 10Y | +214.7% | +143.7% | +71.0% | +134.7% |
| All | +214.7% | +147.0% | +67.7% | +134.7% |
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