-53.4%
TE vs LEN
+53.8%
-107.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.5% | -3.2% | -5.8% |
| 7D | +0.9% | -7.8% | +8.6% | +2.9% |
| 30D | -16.3% | -11.0% | -5.2% | -13.8% |
| 3M | -40.8% | -12.8% | -28.0% | -39.0% |
| 6M | -42.6% | -20.2% | -22.4% | -39.4% |
| YTD | -31.4% | -23.0% | -8.4% | -27.9% |
| 1Y | +144.9% | -41.8% | +186.7% | +175.0% |
| 3Y | -26.0% | -28.8% | +2.8% | -20.9% |
| 5Y | -48.5% | -12.6% | -35.9% | -48.4% |
| All | -53.4% | +53.8% | -107.1% | -54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling