+66.1%
T vs LEN
-12.1%
+78.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.1% |
| 7D | -1.5% | -2.9% | +1.3% | -1.2% |
| 30D | +7.6% | -8.9% | +16.5% | +8.7% |
| 3M | +15.3% | -10.9% | +26.2% | +16.5% |
| 6M | -8.5% | -19.7% | +11.2% | -6.6% |
| YTD | +6.8% | -20.6% | +27.4% | +8.9% |
| 1Y | -7.2% | -42.4% | +35.2% | -2.0% |
| 3Y | +108.2% | -26.5% | +134.8% | +108.2% |
| 5Y | +66.1% | -10.9% | +77.0% | +48.4% |
| All | +66.1% | -12.1% | +78.1% | +48.4% |
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