+3.6%
WBD vs LEN
-11.2%
+14.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.6% |
| 7D | -0.7% | -4.8% | +4.0% | +1.4% |
| 30D | +1.4% | -6.6% | +8.0% | +4.3% |
| 3M | +4.4% | -15.7% | +20.1% | +11.7% |
| 6M | +0.8% | -16.6% | +17.5% | +7.5% |
| YTD | -2.7% | -21.3% | +18.6% | +5.5% |
| 1Y | +73.4% | -42.0% | +115.4% | +118.2% |
| 3Y | +142.1% | -27.9% | +170.1% | +157.7% |
| All | +3.6% | -11.2% | +14.8% | -17.7% |
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