+254.0%
THC vs LEN
-10.8%
+264.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -0.7% | -3.2% | +2.5% | +0.7% |
| 30D | +1.3% | -4.9% | +6.2% | +3.2% |
| 3M | +64.2% | -8.5% | +72.7% | +69.7% |
| 6M | +8.3% | -20.7% | +28.9% | +18.4% |
| YTD | +33.4% | -17.4% | +50.8% | +42.1% |
| 1Y | +37.7% | -38.2% | +75.9% | +66.4% |
| 3Y | +236.8% | -24.9% | +261.7% | +241.9% |
| All | +254.0% | -10.8% | +264.8% | +213.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling