+70,808.4%
ROST vs LEN
+10,533.4%
+60,274.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +0.9% | -3.2% | +4.1% | +1.7% |
| 30D | -8.9% | -4.9% | -4.0% | -7.8% |
| 3M | -0.8% | -8.5% | +7.7% | +1.0% |
| 6M | +8.5% | -20.7% | +29.1% | +14.2% |
| YTD | +28.6% | -17.4% | +46.0% | +33.5% |
| 1Y | +52.3% | -38.2% | +90.6% | +69.6% |
| 3Y | +94.8% | -24.9% | +119.7% | +102.2% |
| 5Y | +110.8% | -11.4% | +122.2% | +107.3% |
| 10Y | +304.5% | +110.0% | +194.5% | +207.8% |
| All | +70,808.4% | +10,533.4% | +60,274.9% | +13,780.4% |
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