-62.1%
W vs LEN
-12.1%
-50.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.4% | +4.7% |
| 7D | +6.5% | -2.9% | +9.4% | +9.7% |
| 30D | -6.2% | -8.9% | +2.6% | +3.2% |
| 3M | +48.9% | -10.9% | +59.8% | +68.9% |
| 6M | +31.2% | -19.7% | +50.9% | +65.8% |
| YTD | -0.4% | -20.6% | +20.1% | +23.9% |
| 1Y | +14.8% | -42.4% | +57.3% | +100.8% |
| 3Y | +40.5% | -26.5% | +67.1% | +79.1% |
| 5Y | -62.1% | -10.9% | -51.2% | -68.4% |
| All | -62.1% | -12.1% | -50.0% | -68.4% |
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 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