+9,030.3%
ROL vs LEN
+10,533.4%
-1,503.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | -1.4% | -3.2% | +1.8% | -0.8% |
| 30D | -4.1% | -4.9% | +0.8% | -3.2% |
| 3M | -22.5% | -8.5% | -14.0% | -21.4% |
| 6M | -37.7% | -20.7% | -17.0% | -35.2% |
| YTD | -39.6% | -17.4% | -22.2% | -37.8% |
| 1Y | -36.0% | -38.2% | +2.2% | -30.4% |
| 3Y | -5.1% | -24.9% | +19.7% | -2.9% |
| 5Y | -3.4% | -11.4% | +8.1% | -6.0% |
| 10Y | +215.2% | +110.0% | +105.2% | +143.3% |
| All | +9,030.3% | +10,533.4% | -1,503.1% | +3,182.3% |
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