+524.6%
TRI vs LEN
+347.4%
+177.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.8% | -2.7% | -5.7% |
| 7D | -7.1% | -2.9% | -4.2% | -6.5% |
| 30D | -2.3% | -8.9% | +6.5% | -0.5% |
| 3M | +19.6% | -10.9% | +30.5% | +22.1% |
| 6M | -8.7% | -19.7% | +11.0% | -5.2% |
| YTD | -22.3% | -20.6% | -1.7% | -19.6% |
| 1Y | -40.7% | -42.4% | +1.8% | -34.7% |
| 3Y | -17.8% | -26.5% | +8.8% | -15.8% |
| 5Y | -8.5% | -10.9% | +2.4% | -11.7% |
| 10Y | +192.6% | +100.6% | +92.0% | +123.6% |
| All | +524.6% | +347.4% | +177.2% | +174.6% |
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