-44.5%
TOST vs LEN
+0.2%
-44.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | +0.4% |
| 7D | +9.4% | +2.1% | +7.4% | +8.0% |
| 30D | +13.5% | +16.6% | -3.1% | +3.5% |
| 3M | -0.1% | +5.3% | -5.4% | -4.3% |
| 6M | +22.5% | -0.8% | +23.2% | +20.4% |
| YTD | -2.4% | -11.7% | +9.4% | -0.3% |
| 1Y | -4.7% | -24.6% | +19.9% | +7.3% |
| 3Y | +103.2% | -18.7% | +121.9% | +87.8% |
| 5Y | -41.2% | -4.4% | -36.8% | -57.5% |
| All | -44.5% | +0.2% | -44.8% | -59.9% |
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