+554.0%
XYZ vs LEN
+107.4%
+446.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +3.4% |
| 7D | +12.1% | +2.1% | +10.1% | +11.0% |
| 30D | +12.4% | +16.6% | -4.2% | +2.9% |
| 3M | +8.2% | +5.3% | +2.9% | +4.0% |
| 6M | +20.7% | -0.8% | +21.4% | +19.3% |
| YTD | +31.3% | -11.7% | +43.1% | +36.1% |
| 1Y | +20.5% | -24.6% | +45.1% | +35.7% |
| 3Y | +72.6% | -18.7% | +91.3% | +75.2% |
| 5Y | -64.0% | -4.4% | -59.6% | -66.9% |
| 10Y | +601.8% | +152.2% | +449.6% | +237.9% |
| All | +554.0% | +107.4% | +446.6% | +224.4% |
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 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