-44.8%
TOST vs LEN
-2.1%
-42.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | +2.4% |
| 7D | +3.0% | +0.7% | +2.3% | +2.4% |
| 30D | +10.3% | +13.0% | -2.7% | +2.2% |
| 3M | -3.3% | +1.9% | -5.2% | -5.4% |
| 6M | +37.8% | -0.7% | +38.5% | +35.4% |
| YTD | -2.8% | -13.8% | +11.0% | +0.4% |
| 1Y | -9.6% | -28.1% | +18.5% | +4.8% |
| 3Y | +144.6% | -22.8% | +167.5% | +135.3% |
| 5Y | -31.0% | -7.4% | -23.6% | -50.3% |
| All | -44.8% | -2.1% | -42.7% | -59.6% |
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