-68.3%
U vs LEN
-10.6%
-57.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | +4.4% | -3.4% | +7.7% | +6.8% |
| 30D | -1.3% | -5.7% | +4.4% | +2.5% |
| 3M | +49.6% | -12.2% | +61.8% | +61.2% |
| 6M | +100.2% | -18.3% | +118.5% | +124.6% |
| YTD | -3.7% | -20.2% | +16.5% | +6.8% |
| 1Y | -6.5% | -40.1% | +33.6% | +29.0% |
| 3Y | +12.9% | -26.2% | +39.1% | +8.9% |
| 5Y | -68.3% | -9.8% | -58.5% | -79.2% |
| All | -68.3% | -10.6% | -57.7% | -79.2% |
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