+617.4%
RVMD vs LEN
+29.9%
+587.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.6% | +0.3% |
| 7D | -1.2% | -2.9% | +1.7% | 0.0% |
| 30D | +1.1% | -8.9% | +9.9% | +4.8% |
| 3M | +39.6% | -10.9% | +50.5% | +45.0% |
| 6M | +110.7% | -19.7% | +130.4% | +127.6% |
| YTD | +160.3% | -20.6% | +180.9% | +181.1% |
| 1Y | +404.9% | -42.4% | +447.3% | +526.3% |
| 3Y | +545.5% | -26.5% | +572.0% | +583.5% |
| 5Y | +584.7% | -10.9% | +595.6% | +545.9% |
| All | +617.4% | +29.9% | +587.4% | +461.8% |
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