+11.4%
WBD vs LEN
+108.0%
-96.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.3% |
| 7D | -0.7% | -4.8% | +4.0% | +0.9% |
| 30D | +1.4% | -6.6% | +8.0% | +3.7% |
| 3M | +4.4% | -15.7% | +20.1% | +10.0% |
| 6M | +0.8% | -16.6% | +17.5% | +6.0% |
| YTD | -2.7% | -21.3% | +18.6% | +3.7% |
| 1Y | +73.4% | -42.0% | +115.4% | +105.4% |
| 3Y | +142.1% | -27.9% | +170.1% | +161.5% |
| 5Y | +7.2% | -10.7% | +17.9% | +4.9% |
| All | +11.4% | +108.0% | -96.7% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling