+66.9%
T vs LEN
+103.6%
-36.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +2.2% |
| 7D | -2.4% | -7.8% | +5.3% | -1.2% |
| 30D | +4.3% | -11.0% | +15.3% | +6.2% |
| 3M | +11.6% | -12.8% | +24.3% | +13.7% |
| 6M | -5.6% | -20.2% | +14.6% | -2.6% |
| YTD | +6.6% | -23.0% | +29.6% | +10.3% |
| 1Y | -8.4% | -41.8% | +33.4% | -0.8% |
| 3Y | +107.8% | -28.8% | +136.6% | +111.7% |
| 5Y | +68.3% | -12.6% | +80.9% | +60.5% |
| All | +66.9% | +103.6% | -36.7% | +30.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling