+531.8%
RVMD vs LEN
-26.2%
+558.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -0.7% | -3.4% | +2.6% | +0.3% |
| 30D | +0.3% | -5.7% | +6.0% | +1.9% |
| 3M | +38.9% | -12.2% | +51.1% | +43.6% |
| 6M | +108.1% | -18.3% | +126.4% | +119.8% |
| YTD | +160.7% | -20.2% | +180.9% | +176.5% |
| 1Y | +407.3% | -40.1% | +447.3% | +494.6% |
| All | +531.8% | -26.2% | +558.1% | +474.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling