+14,183.4%
TER vs LEN
+10,533.4%
+3,650.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.9% |
| 6M | +17.1% | -20.7% | +37.7% | +27.5% |
| YTD | +84.7% | -17.4% | +102.1% | +97.1% |
| 1Y | +199.9% | -38.2% | +238.2% | +252.2% |
| 3Y | +232.8% | -24.9% | +257.6% | +254.6% |
| 5Y | +198.6% | -11.4% | +210.0% | +197.8% |
| 10Y | +1,669.7% | +110.0% | +1,559.7% | +1,081.6% |
| All | +14,183.4% | +10,533.4% | +3,650.0% | +2,163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling