+9,763.6%
ROL vs LEN
+11,627.0%
-1,863.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +1.4% |
| 7D | +7.5% | +0.6% | +6.9% | +7.3% |
| 30D | +21.1% | +19.4% | +1.7% | +16.8% |
| 3M | +3.1% | +4.5% | -1.4% | +2.0% |
| 6M | -27.4% | +4.9% | -32.4% | -28.6% |
| YTD | -34.7% | -8.9% | -25.8% | -34.3% |
| 1Y | -32.9% | -23.0% | -10.0% | -30.3% |
| 3Y | +6.1% | -16.7% | +22.9% | +6.3% |
| 5Y | +16.3% | -4.5% | +20.8% | +11.3% |
| 10Y | +214.9% | +162.2% | +52.7% | +132.2% |
| All | +9,763.6% | +11,627.0% | -1,863.4% | +3,370.4% |
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 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