+54.6%
TER vs LEN
-4.6%
+59.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +3.9% |
| 7D | -20.5% | +2.1% | -22.5% | -21.7% |
| 30D | -47.0% | +16.6% | -63.6% | -51.4% |
| 3M | -43.3% | +5.3% | -48.6% | -45.9% |
| 6M | -42.9% | -0.8% | -42.1% | -44.3% |
| YTD | +12.9% | -11.7% | +24.6% | +16.0% |
| 1Y | +18.2% | -24.6% | +42.8% | +30.1% |
| 3Y | +151.8% | -18.7% | +170.5% | +142.4% |
| All | +54.6% | -4.6% | +59.2% | +28.1% |
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 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