+220.3%
TTMI vs LEN
+794.7%
-574.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +11.4% | -5.8% | +17.2% | +13.8% |
| 30D | -28.3% | +13.7% | -42.0% | -33.1% |
| 3M | -46.7% | -3.9% | -42.8% | -47.5% |
| 6M | -56.1% | -0.4% | -55.7% | -57.7% |
| YTD | +7.4% | -16.8% | +24.2% | +10.2% |
| 1Y | +17.4% | -29.5% | +46.9% | +27.2% |
| 3Y | +429.1% | -25.6% | +454.7% | +447.6% |
| 5Y | +418.8% | -13.2% | +432.0% | +397.7% |
| 10Y | +411.2% | +138.5% | +272.8% | +207.2% |
| All | +220.3% | +794.7% | -574.4% | -27.8% |
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