+6,175.2%
TGT vs LEN
+10,125.0%
-3,949.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.8% | -0.1% |
| 7D | -0.6% | -2.9% | +2.2% | +0.1% |
| 30D | +9.5% | -8.9% | +18.4% | +12.0% |
| 3M | +32.3% | -10.9% | +43.2% | +35.8% |
| 6M | +37.0% | -19.7% | +56.7% | +44.0% |
| YTD | +71.0% | -20.6% | +91.6% | +79.4% |
| 1Y | +85.0% | -42.4% | +127.4% | +109.8% |
| 3Y | +46.8% | -26.5% | +73.4% | +55.2% |
| 5Y | -22.7% | -10.9% | -11.8% | -22.9% |
| 10Y | +216.3% | +100.6% | +115.6% | +139.2% |
| All | +6,175.2% | +10,125.0% | -3,949.8% | +1,430.7% |
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