+1,084.3%
TTMI vs LEN
+103.6%
+980.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -0.3% |
| 7D | +6.0% | -7.8% | +13.8% | +8.9% |
| 30D | -6.4% | -11.0% | +4.6% | -2.9% |
| 3M | -28.9% | -12.8% | -16.1% | -26.2% |
| 6M | +26.9% | -20.2% | +47.1% | +36.1% |
| YTD | +77.3% | -23.0% | +100.3% | +91.6% |
| 1Y | +147.5% | -41.8% | +189.3% | +192.3% |
| 3Y | +847.6% | -28.8% | +876.4% | +919.6% |
| 5Y | +802.2% | -12.6% | +814.8% | +780.1% |
| All | +1,084.3% | +103.6% | +980.7% | +776.9% |
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