+605.1%
RVMD vs LEN
+28.7%
+576.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.7% |
| 7D | -3.0% | -4.8% | +1.8% | -1.0% |
| 30D | -0.7% | -6.6% | +5.8% | +1.9% |
| 3M | +36.5% | -15.7% | +52.2% | +45.2% |
| 6M | +104.6% | -16.6% | +121.3% | +117.4% |
| YTD | +155.8% | -21.3% | +177.2% | +177.4% |
| 1Y | +340.7% | -42.0% | +382.7% | +444.2% |
| 3Y | +519.9% | -27.9% | +547.8% | +561.9% |
| 5Y | +584.9% | -10.7% | +595.6% | +545.7% |
| All | +605.1% | +28.7% | +576.4% | +454.3% |
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