+802.8%
TEAM vs LEN
+96.5%
+706.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.3% |
| 7D | -0.4% | -3.2% | +2.7% | +0.7% |
| 30D | +67.3% | -4.9% | +72.2% | +70.6% |
| 3M | +86.8% | -8.5% | +95.3% | +92.0% |
| 6M | +146.8% | -20.7% | +167.5% | +164.5% |
| YTD | +16.9% | -17.4% | +34.3% | +22.1% |
| 1Y | +12.8% | -38.2% | +51.0% | +30.4% |
| 3Y | -7.3% | -24.9% | +17.6% | -4.4% |
| 5Y | -50.7% | -11.4% | -39.3% | -53.1% |
| 10Y | +529.8% | +110.0% | +419.8% | +298.1% |
| All | +802.8% | +96.5% | +706.2% | +521.0% |
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