-27.4%
U vs LEN
+26.0%
-53.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +16.9% | -6.4% | +23.3% | +21.0% |
| 30D | +6.4% | +15.6% | -9.3% | -3.4% |
| 3M | +13.2% | -0.8% | +13.9% | +11.3% |
| 6M | +84.8% | +0.4% | +84.4% | +77.7% |
| YTD | +12.4% | -14.1% | +26.5% | +15.7% |
| 1Y | +19.8% | -29.6% | +49.4% | +39.7% |
| 3Y | +83.8% | -23.1% | +107.0% | +85.2% |
| 5Y | -72.7% | -8.9% | -63.9% | -78.3% |
| All | -27.4% | +26.0% | -53.3% | -47.4% |
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