+1,744.2%
TER vs LEN
+99.2%
+1,645.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.8% | +8.1% | +5.8% |
| 7D | +11.0% | -2.9% | +13.8% | +12.2% |
| 30D | -1.9% | -8.9% | +7.0% | +1.7% |
| 3M | -0.7% | -10.9% | +10.2% | +3.2% |
| 6M | +36.4% | -19.7% | +56.0% | +49.1% |
| YTD | +92.4% | -20.6% | +113.0% | +110.1% |
| 1Y | +213.5% | -42.4% | +255.9% | +287.0% |
| 3Y | +277.2% | -26.5% | +303.8% | +303.6% |
| 5Y | +219.1% | -10.9% | +230.1% | +207.7% |
| 10Y | +1,744.2% | +100.6% | +1,643.6% | +1,125.5% |
| All | +1,744.2% | +99.2% | +1,645.1% | +1,125.5% |
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