+621.5%
XYZ vs LEN
+142.4%
+479.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | -2.2% | -6.4% | +4.2% | +1.4% |
| 30D | +11.6% | +15.6% | -4.1% | +2.8% |
| 3M | +8.4% | -0.8% | +9.2% | +7.9% |
| 6M | +17.2% | +0.4% | +16.8% | +15.1% |
| YTD | +31.7% | -14.1% | +45.8% | +38.6% |
| 1Y | +30.1% | -29.6% | +59.7% | +52.4% |
| 3Y | +66.4% | -23.1% | +89.6% | +74.5% |
| 5Y | -62.2% | -8.9% | -53.3% | -64.4% |
| 10Y | +621.5% | +146.2% | +475.3% | +306.4% |
| All | +621.5% | +142.4% | +479.2% | +306.4% |
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