+202.8%
TER vs LEN
-10.8%
+213.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.0% |
| 7D | +0.6% | -3.2% | +3.8% | +2.2% |
| 30D | -8.3% | -4.9% | -3.4% | -6.4% |
| 3M | -12.2% | -8.5% | -3.7% | -9.2% |
| 6M | +17.1% | -20.7% | +37.7% | +30.3% |
| YTD | +84.7% | -17.4% | +102.1% | +99.8% |
| 1Y | +199.9% | -38.2% | +238.2% | +268.4% |
| 3Y | +232.8% | -24.9% | +257.6% | +238.9% |
| All | +202.8% | -10.8% | +213.6% | +163.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling