+2,926.4%
V vs LEN
+559.5%
+2,366.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | -1.7% | -3.2% | +1.5% | -0.9% |
| 30D | +2.0% | -4.9% | +6.9% | +3.1% |
| 3M | +17.4% | -8.5% | +25.9% | +19.4% |
| 6M | +17.5% | -20.7% | +38.2% | +23.3% |
| YTD | +7.6% | -17.4% | +25.0% | +11.2% |
| 1Y | +7.7% | -38.2% | +46.0% | +19.3% |
| 3Y | +54.7% | -24.9% | +79.5% | +58.3% |
| 5Y | +73.0% | -11.4% | +84.5% | +65.9% |
| 10Y | +390.9% | +110.0% | +280.8% | +251.5% |
| All | +2,926.4% | +559.5% | +2,366.9% | +1,198.5% |
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