+262.0%
TER vs LEN
-22.2%
+284.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.9% |
| 7D | +0.6% | -3.2% | +3.8% | +1.8% |
| 30D | -8.3% | -4.9% | -3.4% | -6.8% |
| 3M | -12.2% | -8.5% | -3.7% | -9.8% |
| 6M | +17.1% | -20.7% | +37.7% | +25.9% |
| YTD | +84.7% | -17.4% | +102.1% | +95.1% |
| 1Y | +199.9% | -38.2% | +238.2% | +245.3% |
| All | +262.0% | -22.2% | +284.2% | +255.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling