-53.2%
TE vs LEN
+65.0%
-118.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.6% |
| 7D | -4.0% | -3.2% | -0.8% | -3.1% |
| 30D | -15.9% | -4.9% | -11.0% | -14.8% |
| 3M | -60.5% | -8.5% | -52.1% | -59.8% |
| 6M | -35.2% | -20.7% | -14.6% | -31.6% |
| YTD | -31.1% | -17.4% | -13.7% | -28.8% |
| 1Y | +148.6% | -38.2% | +186.9% | +175.4% |
| 3Y | -26.4% | -24.9% | -1.5% | -22.4% |
| 5Y | -48.0% | -11.4% | -36.6% | -48.7% |
| All | -53.2% | +65.0% | -118.1% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling