+9,717.5%
TER vs LEN
+10,996.9%
-1,279.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.1% | +1.7% |
| 7D | -8.9% | +0.7% | -9.6% | -9.4% |
| 30D | -39.1% | +13.0% | -52.1% | -42.6% |
| 3M | -32.8% | +1.9% | -34.7% | -34.7% |
| 6M | -31.7% | -0.7% | -31.0% | -33.4% |
| YTD | +26.9% | -13.8% | +40.7% | +30.8% |
| 1Y | +33.6% | -28.1% | +61.7% | +46.5% |
| 3Y | +181.5% | -22.8% | +204.4% | +192.1% |
| 5Y | +76.1% | -7.4% | +83.5% | +69.6% |
| 10Y | +1,006.2% | +143.7% | +862.5% | +586.9% |
| All | +9,717.5% | +10,996.9% | -1,279.4% | +1,402.0% |
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 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