+57.8%
T vs LEN
-13.2%
+71.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.5% | -5.8% | +8.3% | +3.2% |
| 30D | -3.8% | +13.7% | -17.5% | -5.2% |
| 3M | -8.7% | -3.9% | -4.9% | -8.6% |
| 6M | -8.1% | -0.4% | -7.7% | -8.5% |
| YTD | -6.4% | -16.8% | +10.4% | -5.3% |
| 1Y | -9.8% | -29.5% | +19.7% | -7.0% |
| 3Y | +65.5% | -25.6% | +91.1% | +65.2% |
| All | +57.8% | -13.2% | +71.1% | +37.0% |
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 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