+181.2%
TSCO vs LEN
+108.0%
+73.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.1% |
| 7D | -5.7% | -4.8% | -0.9% | -4.4% |
| 30D | -8.8% | -6.6% | -2.2% | -7.1% |
| 3M | +6.3% | -15.7% | +22.0% | +11.2% |
| 6M | -32.3% | -16.6% | -15.6% | -29.2% |
| YTD | -32.7% | -21.3% | -11.4% | -28.7% |
| 1Y | -43.7% | -42.0% | -1.6% | -35.2% |
| 3Y | -19.7% | -27.9% | +8.3% | -15.4% |
| 5Y | -11.6% | -10.7% | -0.9% | -14.7% |
| All | +181.2% | +108.0% | +73.2% | +119.2% |
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