+583.5%
RVMD vs LEN
-13.7%
+597.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.5% | -0.4% |
| 7D | -3.6% | -7.8% | +4.2% | +0.2% |
| 30D | -1.1% | -11.0% | +10.0% | +4.3% |
| 3M | +41.0% | -12.8% | +53.8% | +48.5% |
| 6M | +105.7% | -20.2% | +125.9% | +125.3% |
| YTD | +155.3% | -23.0% | +178.3% | +182.7% |
| 1Y | +402.7% | -41.8% | +444.5% | +543.1% |
| 3Y | +533.1% | -28.8% | +561.9% | +550.7% |
| 5Y | +583.5% | -12.6% | +596.1% | +445.3% |
| All | +583.5% | -13.7% | +597.2% | +445.3% |
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 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