+340.7%
RVMD vs LEN
-41.0%
+381.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.2% |
| 7D | -3.0% | -4.8% | +1.8% | -2.0% |
| 30D | -0.7% | -6.6% | +5.8% | +0.5% |
| 3M | +36.5% | -15.7% | +52.2% | +41.5% |
| 6M | +104.6% | -16.6% | +121.3% | +112.7% |
| YTD | +155.8% | -21.3% | +177.2% | +170.3% |
| 1Y | +340.7% | -42.0% | +382.7% | +408.0% |
| All | +340.7% | -41.0% | +381.6% | +408.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling