-38.4%
U vs LEN
+12.9%
-51.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +1.0% |
| 7D | 0.0% | -7.8% | +7.7% | +4.8% |
| 30D | -4.1% | -11.0% | +6.9% | +2.6% |
| 3M | +57.8% | -12.8% | +70.6% | +68.6% |
| 6M | +103.5% | -20.2% | +123.7% | +127.5% |
| YTD | -4.8% | -23.0% | +18.3% | +6.6% |
| 1Y | -2.4% | -41.8% | +39.4% | +29.9% |
| 3Y | +11.7% | -28.8% | +40.5% | +18.8% |
| 5Y | -68.9% | -12.6% | -56.3% | -73.5% |
| All | -38.4% | +12.9% | -51.4% | -51.6% |
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