-72.4%
U vs LEN
-7.6%
-64.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | +1.4% |
| 7D | +24.4% | +0.7% | +23.7% | +23.3% |
| 30D | +7.4% | +13.0% | -5.6% | -2.6% |
| 3M | +16.8% | +1.9% | +14.9% | +12.3% |
| 6M | +78.8% | -0.7% | +79.5% | +71.8% |
| YTD | +14.0% | -13.8% | +27.8% | +17.0% |
| 1Y | +16.7% | -28.1% | +44.8% | +37.3% |
| 3Y | +86.4% | -22.8% | +109.2% | +73.4% |
| All | -72.4% | -7.6% | -64.8% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling