+7,716.4%
TPR vs LEN
+775.0%
+6,941.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -2.3% | -3.2% | +0.9% | -1.1% |
| 30D | -23.0% | -4.9% | -18.1% | -21.8% |
| 3M | -12.5% | -8.5% | -4.0% | -10.1% |
| 6M | -21.4% | -20.7% | -0.8% | -14.7% |
| YTD | -3.5% | -17.4% | +13.9% | +2.5% |
| 1Y | +17.4% | -38.2% | +55.6% | +38.5% |
| 3Y | +291.3% | -24.9% | +316.1% | +316.0% |
| 5Y | +241.9% | -11.4% | +253.4% | +238.1% |
| 10Y | +322.7% | +110.0% | +212.6% | +190.8% |
| All | +7,716.4% | +775.0% | +6,941.5% | +2,177.0% |
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