+377.9%
TPR vs LEN
+157.8%
+220.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.6% |
| 7D | +14.2% | +2.1% | +12.1% | +12.7% |
| 30D | +17.1% | +16.6% | +0.5% | +7.4% |
| 3M | -17.7% | +5.3% | -23.0% | -21.3% |
| 6M | -10.2% | -0.8% | -9.4% | -11.9% |
| YTD | +4.9% | -11.7% | +16.7% | +8.2% |
| 1Y | +36.1% | -24.6% | +60.7% | +51.5% |
| 3Y | +416.5% | -18.7% | +435.1% | +420.5% |
| 5Y | +254.8% | -4.4% | +259.2% | +213.8% |
| All | +377.9% | +157.8% | +220.2% | +112.5% |
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 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