+311.2%
TPR vs LEN
+99.2%
+212.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.8% | +0.1% | -1.7% |
| 7D | -3.4% | -2.9% | -0.5% | -1.9% |
| 30D | -27.3% | -8.9% | -18.4% | -24.0% |
| 3M | -16.2% | -10.9% | -5.3% | -12.0% |
| 6M | -17.9% | -19.7% | +1.8% | -9.1% |
| YTD | -7.1% | -20.6% | +13.5% | +2.5% |
| 1Y | +13.6% | -42.4% | +56.0% | +47.5% |
| 3Y | +293.7% | -26.5% | +320.3% | +321.9% |
| 5Y | +239.1% | -10.9% | +250.0% | +214.6% |
| 10Y | +311.2% | +100.6% | +210.6% | +111.3% |
| All | +311.2% | +99.2% | +212.0% | +111.3% |
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