+6,445.3%
TRV vs LEN
+9,810.8%
-3,365.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.9% |
| 7D | -1.8% | -7.8% | +5.9% | -0.2% |
| 30D | -2.1% | -11.0% | +8.9% | +0.1% |
| 3M | +21.2% | -12.8% | +33.9% | +24.1% |
| 6M | +22.0% | -20.2% | +42.2% | +26.8% |
| YTD | +27.7% | -23.0% | +50.7% | +33.2% |
| 1Y | +36.6% | -41.8% | +78.4% | +50.4% |
| 3Y | +141.1% | -28.8% | +169.9% | +149.2% |
| 5Y | +157.6% | -12.6% | +170.2% | +148.5% |
| 10Y | +296.2% | +101.7% | +194.5% | +203.8% |
| All | +6,445.3% | +9,810.8% | -3,365.5% | +2,204.7% |
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