+540.5%
THC vs LEN
+11,263.3%
-10,722.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.2% |
| 7D | +3.7% | +2.1% | +1.6% | +3.1% |
| 30D | +9.0% | +16.6% | -7.5% | +4.3% |
| 3M | +10.4% | +5.3% | +5.1% | +8.1% |
| 6M | +45.7% | -0.8% | +46.4% | +44.5% |
| YTD | +42.6% | -11.7% | +54.3% | +45.3% |
| 1Y | +38.8% | -24.6% | +63.4% | +47.2% |
| 3Y | +418.8% | -18.7% | +437.5% | +428.3% |
| 5Y | +275.7% | -4.4% | +280.1% | +264.1% |
| 10Y | +1,496.2% | +152.2% | +1,344.0% | +1,095.0% |
| All | +540.5% | +11,263.3% | -10,722.8% | +130.0% |
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