+8,398.6%
TPR vs LEN
+835.0%
+7,563.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.2% |
| 7D | +14.2% | +2.1% | +12.1% | +13.1% |
| 30D | +17.1% | +16.6% | +0.5% | +9.8% |
| 3M | -17.7% | +5.3% | -23.0% | -20.3% |
| 6M | -10.2% | -0.8% | -9.4% | -11.4% |
| YTD | +4.9% | -11.7% | +16.7% | +7.6% |
| 1Y | +36.1% | -24.6% | +60.7% | +47.7% |
| 3Y | +416.5% | -18.7% | +435.1% | +429.6% |
| 5Y | +254.8% | -4.4% | +259.2% | +237.6% |
| 10Y | +391.7% | +152.2% | +239.6% | +214.1% |
| All | +8,398.6% | +835.0% | +7,563.6% | +2,291.8% |
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