+309.3%
TEL vs LEN
+108.0%
+201.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +2.8% |
| 7D | +1.6% | -4.8% | +6.3% | +3.4% |
| 30D | -0.7% | -6.6% | +5.9% | +1.8% |
| 3M | +2.4% | -15.7% | +18.1% | +8.6% |
| 6M | +4.1% | -16.6% | +20.8% | +10.6% |
| YTD | -5.8% | -21.3% | +15.5% | +1.6% |
| 1Y | +0.9% | -42.0% | +42.9% | +21.1% |
| 3Y | +72.6% | -27.9% | +100.5% | +82.9% |
| 5Y | +57.5% | -10.7% | +68.2% | +49.0% |
| All | +309.3% | +108.0% | +201.3% | +155.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling