+614.2%
TEAM vs LEN
+97.9%
+516.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.4% | -5.8% | +3.4% | -0.4% |
| 30D | -26.7% | +13.7% | -40.4% | -30.2% |
| 3M | -9.6% | -3.9% | -5.8% | -9.3% |
| 6M | +86.0% | -0.4% | +86.4% | +83.5% |
| YTD | -7.5% | -16.8% | +9.4% | -4.5% |
| 1Y | -1.4% | -29.5% | +28.1% | +7.8% |
| 3Y | -14.3% | -25.6% | +11.3% | -12.1% |
| 5Y | -66.3% | -13.2% | -53.1% | -68.0% |
| 10Y | +445.6% | +138.5% | +307.1% | +212.3% |
| All | +614.2% | +97.9% | +516.3% | +385.5% |
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