+428.1%
WMT vs LEN
+108.0%
+320.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +1.1% |
| 7D | 0.0% | -4.8% | +4.8% | +0.5% |
| 30D | -7.4% | -6.6% | -0.8% | -6.8% |
| 3M | -10.9% | -15.7% | +4.8% | -9.5% |
| 6M | -12.7% | -16.6% | +4.0% | -11.4% |
| YTD | -3.2% | -21.3% | +18.1% | -1.3% |
| 1Y | +5.3% | -42.0% | +47.3% | +10.4% |
| 3Y | +101.9% | -27.9% | +129.8% | +104.3% |
| 5Y | +134.6% | -10.7% | +145.3% | +129.4% |
| All | +428.1% | +108.0% | +320.0% | +386.7% |
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 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