+3,306.4%
V vs LEN
+627.4%
+2,679.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.9% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | +9.5% | +19.4% | -9.9% | +4.6% |
| 3M | +16.7% | +4.5% | +12.1% | +14.7% |
| 6M | +32.9% | +4.9% | +28.0% | +29.9% |
| YTD | +21.1% | -8.9% | +30.0% | +21.5% |
| 1Y | +26.6% | -23.0% | +49.6% | +32.2% |
| 3Y | +78.4% | -16.7% | +95.1% | +77.3% |
| 5Y | +105.5% | -4.5% | +109.9% | +92.6% |
| 10Y | +444.2% | +162.2% | +282.1% | +267.4% |
| All | +3,306.4% | +627.4% | +2,679.0% | +1,318.9% |
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