+443.1%
TTMI vs LEN
+788.6%
-345.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.9% | +9.2% |
| 7D | +5.9% | -3.2% | +9.0% | +7.0% |
| 30D | -4.3% | -4.9% | +0.6% | -2.9% |
| 3M | -32.0% | -8.5% | -23.6% | -30.5% |
| 6M | +19.5% | -20.7% | +40.1% | +29.0% |
| YTD | +82.0% | -17.4% | +99.4% | +92.6% |
| 1Y | +172.6% | -38.2% | +210.9% | +216.9% |
| 3Y | +744.7% | -24.9% | +769.5% | +797.2% |
| 5Y | +805.6% | -11.4% | +817.0% | +784.9% |
| 10Y | +1,057.6% | +110.0% | +947.6% | +647.3% |
| All | +443.1% | +788.6% | -345.5% | +26.3% |
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