+1,984.4%
RSG vs LEN
+677.8%
+1,306.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.4% | +0.1% |
| 7D | -0.7% | -2.9% | +2.1% | -0.3% |
| 30D | +3.3% | -8.9% | +12.2% | +4.8% |
| 3M | +8.5% | -10.9% | +19.4% | +10.2% |
| 6M | -3.5% | -19.7% | +16.1% | -0.7% |
| YTD | +5.5% | -20.6% | +26.1% | +8.5% |
| 1Y | -1.7% | -42.4% | +40.7% | +6.4% |
| 3Y | +56.9% | -26.5% | +83.4% | +59.7% |
| 5Y | +89.4% | -10.9% | +100.3% | +83.1% |
| 10Y | +412.5% | +100.6% | +311.9% | +309.1% |
| All | +1,984.4% | +677.8% | +1,306.6% | +818.2% |
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