+89.5%
RSG vs LEN
-13.7%
+103.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.3% |
| 7D | -1.8% | -7.8% | +6.0% | -1.1% |
| 30D | +2.8% | -11.0% | +13.8% | +3.9% |
| 3M | +4.3% | -12.8% | +17.1% | +5.4% |
| 6M | -0.5% | -20.2% | +19.7% | +1.3% |
| YTD | +5.2% | -23.0% | +28.3% | +7.4% |
| 1Y | -2.1% | -41.8% | +39.7% | +2.9% |
| 3Y | +56.5% | -28.8% | +85.3% | +56.0% |
| 5Y | +89.5% | -12.6% | +102.1% | +79.6% |
| All | +89.5% | -13.7% | +103.2% | +79.6% |
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