-65.7%
TEAM vs LEN
-8.8%
-56.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.3% | -1.6% |
| 7D | -22.2% | +0.7% | -22.9% | -22.4% |
| 30D | -28.1% | +13.0% | -41.1% | -32.6% |
| 3M | -2.2% | +1.9% | -4.0% | -4.4% |
| 6M | +62.2% | -0.7% | +62.9% | +59.4% |
| YTD | -8.4% | -13.8% | +5.5% | -6.1% |
| 1Y | -6.6% | -28.1% | +21.5% | +5.4% |
| 3Y | -15.7% | -22.8% | +7.1% | -21.9% |
| 5Y | -65.7% | -7.4% | -58.4% | -75.7% |
| All | -65.7% | -8.8% | -56.9% | -75.7% |
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