-53.1%
TEAM vs LEN
-10.6%
-42.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.5% |
| 7D | -4.7% | -3.4% | -1.3% | -2.9% |
| 30D | +17.0% | -5.7% | +22.7% | +20.3% |
| 3M | +85.9% | -12.2% | +98.1% | +97.0% |
| 6M | +116.7% | -18.3% | +134.9% | +135.4% |
| YTD | +9.6% | -20.2% | +29.8% | +18.0% |
| 1Y | -2.5% | -40.1% | +37.5% | +22.5% |
| 3Y | -14.0% | -26.2% | +12.2% | -18.1% |
| 5Y | -53.1% | -9.8% | -43.3% | -64.1% |
| All | -53.1% | -10.6% | -42.5% | -64.1% |
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