+421.3%
THC vs LEN
-25.9%
+447.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.0% | -5.8% | +6.7% | +2.5% |
| 30D | +5.3% | +13.7% | -8.4% | +1.7% |
| 3M | +7.1% | -3.9% | +11.0% | +7.8% |
| 6M | +46.0% | -0.4% | +46.4% | +45.0% |
| YTD | +43.9% | -16.8% | +60.8% | +49.2% |
| 1Y | +45.4% | -29.5% | +74.9% | +57.5% |
| 3Y | +421.3% | -25.6% | +446.9% | +385.6% |
| All | +421.3% | -25.9% | +447.1% | +385.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling