+108.2%
ROST vs LEN
-10.6%
+118.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.9% |
| 7D | -2.2% | -3.4% | +1.1% | -1.1% |
| 30D | -11.4% | -5.7% | -5.8% | -9.8% |
| 3M | -1.6% | -12.2% | +10.6% | +2.2% |
| 6M | +6.8% | -18.3% | +25.1% | +13.2% |
| YTD | +25.8% | -20.2% | +46.0% | +33.5% |
| 1Y | +52.4% | -40.1% | +92.5% | +78.6% |
| 3Y | +94.4% | -26.2% | +120.6% | +98.3% |
| 5Y | +108.2% | -9.8% | +118.0% | +85.7% |
| All | +108.2% | -10.6% | +118.8% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling