+533.2%
XYZ vs LEN
+94.1%
+439.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | -1.0% | -3.2% | +2.2% | +0.9% |
| 30D | -1.7% | -4.9% | +3.2% | +1.0% |
| 3M | +16.7% | -8.5% | +25.2% | +22.0% |
| 6M | +26.9% | -20.7% | +47.5% | +42.8% |
| YTD | +27.1% | -17.4% | +44.6% | +38.0% |
| 1Y | +9.3% | -38.2% | +47.5% | +38.5% |
| 3Y | +42.3% | -24.9% | +67.1% | +52.2% |
| 5Y | -69.3% | -11.4% | -57.9% | -70.3% |
| 10Y | +586.8% | +110.0% | +476.8% | +275.1% |
| All | +533.2% | +94.1% | +439.1% | +228.9% |
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