-33.7%
TLT vs LEN
-12.1%
-21.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.5% |
| 7D | +0.4% | -2.9% | +3.3% | +0.8% |
| 30D | -0.3% | -8.9% | +8.6% | +1.0% |
| 3M | -1.7% | -10.9% | +9.2% | -0.3% |
| 6M | -4.9% | -19.7% | +14.8% | -2.2% |
| YTD | -2.8% | -20.6% | +17.8% | -0.2% |
| 1Y | -4.2% | -42.4% | +38.2% | +3.1% |
| 3Y | -1.1% | -26.5% | +25.4% | +1.2% |
| 5Y | -33.7% | -10.9% | -22.8% | -35.4% |
| All | -33.7% | -12.1% | -21.6% | -35.4% |
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