+1,800.1%
THC vs LEN
+166.0%
+1,634.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +0.4% |
| 7D | +7.5% | +0.6% | +6.9% | +7.2% |
| 30D | +9.6% | +19.4% | -9.9% | -0.4% |
| 3M | +10.3% | +4.5% | +5.7% | +6.3% |
| 6M | +51.8% | +4.9% | +46.9% | +44.9% |
| YTD | +45.4% | -8.9% | +54.3% | +47.2% |
| 1Y | +40.8% | -23.0% | +63.8% | +54.5% |
| 3Y | +448.8% | -16.7% | +465.5% | +440.4% |
| 5Y | +263.4% | -4.5% | +267.8% | +219.3% |
| 10Y | +1,800.1% | +162.2% | +1,637.9% | +732.5% |
| All | +1,800.1% | +166.0% | +1,634.0% | +732.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling