+302.7%
ROST vs LEN
+103.6%
+199.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.4% |
| 7D | -2.5% | -7.8% | +5.3% | +0.4% |
| 30D | -10.3% | -11.0% | +0.7% | -6.5% |
| 3M | -2.6% | -12.8% | +10.2% | +1.7% |
| 6M | +6.5% | -20.2% | +26.7% | +14.3% |
| YTD | +25.9% | -23.0% | +48.9% | +36.0% |
| 1Y | +52.3% | -41.8% | +94.2% | +81.9% |
| 3Y | +94.6% | -28.8% | +123.4% | +106.0% |
| 5Y | +111.1% | -12.6% | +123.7% | +99.6% |
| All | +302.7% | +103.6% | +199.1% | +148.8% |
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 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