+209.8%
W vs LEN
+181.1%
+28.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.2% | +1.4% | +2.1% |
| 7D | +3.3% | +0.6% | +2.7% | +2.9% |
| 30D | +10.5% | +19.4% | -8.9% | -4.4% |
| 3M | +9.6% | +4.5% | +5.1% | +4.0% |
| 6M | +76.4% | +4.9% | +71.5% | +69.1% |
| YTD | +16.4% | -8.9% | +25.3% | +22.1% |
| 1Y | +9.3% | -23.0% | +32.3% | +29.5% |
| 3Y | +172.8% | -16.7% | +189.5% | +214.2% |
| 5Y | -53.4% | -4.5% | -48.9% | -49.9% |
| 10Y | +243.6% | +162.2% | +81.5% | +74.0% |
| All | +209.8% | +181.1% | +28.8% | +30.5% |
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