+607.6%
TEAM vs LEN
+105.1%
+502.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.3% | -2.2% |
| 7D | -22.2% | +0.7% | -22.9% | -22.3% |
| 30D | -28.1% | +13.0% | -41.1% | -31.4% |
| 3M | -2.2% | +1.9% | -4.0% | -3.7% |
| 6M | +62.2% | -0.7% | +62.9% | +60.4% |
| YTD | -8.4% | -13.8% | +5.5% | -6.5% |
| 1Y | -6.6% | -28.1% | +21.5% | +1.5% |
| 3Y | -15.7% | -22.8% | +7.1% | -14.5% |
| 5Y | -65.7% | -7.4% | -58.4% | -68.1% |
| 10Y | +441.0% | +143.7% | +297.3% | +209.0% |
| All | +607.6% | +105.1% | +502.5% | +375.2% |
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