-45.4%
TE vs LEN
-10.6%
-34.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.4% | -3.2% |
| 7D | +15.0% | -3.4% | +18.4% | +16.6% |
| 30D | -7.5% | -5.7% | -1.9% | -5.3% |
| 3M | -42.0% | -12.2% | -29.7% | -39.0% |
| 6M | -31.4% | -18.3% | -13.1% | -25.6% |
| YTD | -26.5% | -20.2% | -6.3% | -21.3% |
| 1Y | +153.1% | -40.1% | +193.2% | +208.4% |
| 3Y | -20.7% | -26.2% | +5.5% | -16.8% |
| 5Y | -45.4% | -9.8% | -35.6% | -51.9% |
| All | -45.4% | -10.6% | -34.8% | -51.9% |
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