+131.2%
TLT vs LEN
+374.4%
-243.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | -0.4% | -3.2% | +2.8% | -0.5% |
| 30D | -0.6% | -4.9% | +4.3% | -0.7% |
| 3M | -2.7% | -8.5% | +5.8% | -2.9% |
| 6M | -5.6% | -20.7% | +15.0% | -6.2% |
| YTD | -2.8% | -17.4% | +14.6% | -3.2% |
| 1Y | -1.4% | -38.2% | +36.8% | -2.6% |
| 3Y | -1.6% | -24.9% | +23.3% | -1.9% |
| 5Y | -33.8% | -11.4% | -22.4% | -33.4% |
| 10Y | -21.1% | +110.0% | -131.2% | -15.5% |
| All | +131.2% | +374.4% | -243.2% | +208.8% |
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