+47.8%
AA vs LEN
+142.4%
-94.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.8% |
| 7D | +1.1% | -6.4% | +7.5% | +4.1% |
| 30D | -1.3% | +15.6% | -16.9% | -8.1% |
| 3M | -23.9% | -0.8% | -23.2% | -24.7% |
| 6M | -36.8% | +0.4% | -37.2% | -38.1% |
| YTD | -22.2% | -14.1% | -8.0% | -19.6% |
| 1Y | +10.4% | -29.6% | +40.0% | +24.6% |
| 3Y | +72.0% | -23.1% | +95.1% | +81.0% |
| 5Y | -15.6% | -8.9% | -6.7% | -20.8% |
| 10Y | +47.8% | +146.2% | -98.4% | -19.7% |
| All | +47.8% | +142.4% | -94.6% | -19.7% |
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