+995.4%
TER vs LEN
+136.9%
+858.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +14.4% | -5.8% | +20.1% | +17.1% |
| 30D | -30.6% | +13.7% | -44.3% | -35.3% |
| 3M | -39.2% | -3.9% | -35.3% | -39.6% |
| 6M | -31.3% | -0.4% | -30.9% | -33.3% |
| YTD | +29.1% | -16.8% | +45.9% | +35.4% |
| 1Y | +47.4% | -29.5% | +76.9% | +64.8% |
| 3Y | +191.2% | -25.6% | +216.8% | +204.5% |
| 5Y | +74.0% | -13.2% | +87.2% | +65.7% |
| All | +995.4% | +136.9% | +858.5% | +544.5% |
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 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