-12.6%
TLT vs LEN
+136.9%
-149.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -3.1% | -5.8% | +2.7% | -2.8% |
| 30D | +1.0% | +13.7% | -12.7% | +0.3% |
| 3M | -2.7% | -3.9% | +1.1% | -2.6% |
| 6M | -4.1% | -0.4% | -3.8% | -4.3% |
| YTD | -5.4% | -16.8% | +11.5% | -4.8% |
| 1Y | -7.0% | -29.5% | +22.5% | -5.8% |
| 3Y | +2.8% | -25.6% | +28.4% | +4.1% |
| 5Y | -35.4% | -13.2% | -22.1% | -35.2% |
| All | -12.6% | +136.9% | -149.5% | -10.0% |
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 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