+8,919.3%
WMT vs LEN
+10,125.0%
-1,205.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.5% |
| 7D | +0.1% | -2.9% | +3.0% | +0.5% |
| 30D | -5.0% | -8.9% | +3.9% | -3.9% |
| 3M | -11.3% | -10.9% | -0.4% | -10.2% |
| 6M | -13.8% | -19.7% | +5.9% | -11.7% |
| YTD | -4.2% | -20.6% | +16.4% | -1.9% |
| 1Y | +4.6% | -42.4% | +47.0% | +11.3% |
| 3Y | +100.5% | -26.5% | +127.0% | +103.9% |
| 5Y | +129.7% | -10.9% | +140.6% | +124.7% |
| 10Y | +423.4% | +100.6% | +322.8% | +339.0% |
| All | +8,919.3% | +10,125.0% | -1,205.8% | +3,399.3% |
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