+670.1%
TEL vs LEN
+147.2%
+522.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.1% | -0.6% |
| 7D | -1.4% | -2.9% | +1.4% | -0.6% |
| 30D | -4.9% | -8.9% | +4.0% | -2.3% |
| 3M | +0.1% | -10.9% | +11.0% | +3.1% |
| 6M | +0.4% | -19.7% | +20.0% | +6.4% |
| YTD | -8.9% | -20.6% | +11.7% | -3.5% |
| 1Y | -0.3% | -42.4% | +42.1% | +15.2% |
| 3Y | +67.6% | -26.5% | +94.2% | +76.4% |
| 5Y | +50.7% | -10.9% | +61.6% | +47.7% |
| 10Y | +288.6% | +100.6% | +188.0% | +186.9% |
| All | +670.1% | +147.2% | +522.9% | +253.1% |
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 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