-27.7%
TOST vs LEN
-13.2%
-14.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.4% |
| 7D | 0.0% | -5.8% | +5.8% | +3.3% |
| 30D | +16.2% | +13.7% | +2.5% | +7.3% |
| 3M | -1.5% | -3.9% | +2.3% | -0.4% |
| 6M | +55.3% | -0.4% | +55.7% | +51.9% |
| YTD | -2.3% | -16.8% | +14.5% | +3.0% |
| 1Y | -5.5% | -29.5% | +24.0% | +10.6% |
| 3Y | +151.1% | -25.6% | +176.7% | +145.6% |
| All | -27.7% | -13.2% | -14.5% | -48.7% |
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