-19.8%
TLT vs LEN
+103.7%
-123.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -0.3% | -3.4% | +3.1% | -0.1% |
| 30D | 0.0% | -5.7% | +5.6% | +0.3% |
| 3M | -2.9% | -12.2% | +9.4% | -2.3% |
| 6M | -6.3% | -18.3% | +12.0% | -5.5% |
| YTD | -3.3% | -20.2% | +16.8% | -2.5% |
| 1Y | -4.2% | -40.1% | +35.9% | -2.1% |
| 3Y | -1.7% | -26.2% | +24.5% | -0.3% |
| 5Y | -34.9% | -9.8% | -25.0% | -34.4% |
| 10Y | -19.8% | +109.1% | -129.0% | -16.9% |
| All | -19.8% | +103.7% | -123.5% | -16.9% |
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