+8,096.9%
TMO vs LEN
+9,810.8%
-1,713.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.3% |
| 7D | -2.5% | -7.8% | +5.3% | -0.8% |
| 30D | -0.3% | -11.0% | +10.7% | +2.1% |
| 3M | +25.3% | -12.8% | +38.0% | +28.5% |
| 6M | +20.9% | -20.2% | +41.1% | +26.0% |
| YTD | +4.3% | -23.0% | +27.3% | +9.2% |
| 1Y | +27.0% | -41.8% | +68.9% | +40.5% |
| 3Y | +17.5% | -28.8% | +46.3% | +23.3% |
| 5Y | +6.9% | -12.6% | +19.6% | +6.2% |
| 10Y | +332.0% | +101.7% | +230.2% | +242.4% |
| All | +8,096.9% | +9,810.8% | -1,713.9% | +2,427.5% |
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