+44.1%
AA vs LEN
+136.8%
-92.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.7% | 0.0% |
| 7D | +5.3% | -8.7% | +14.0% | +9.5% |
| 30D | -2.3% | +11.6% | -13.8% | -7.6% |
| 3M | -20.8% | -1.3% | -19.6% | -21.6% |
| 6M | -39.8% | -1.4% | -38.4% | -40.6% |
| YTD | -23.3% | -16.9% | -6.4% | -19.7% |
| 1Y | +1.8% | -31.2% | +33.0% | +16.0% |
| 3Y | +69.5% | -25.6% | +95.1% | +80.9% |
| 5Y | -18.0% | -13.3% | -4.7% | -21.3% |
| All | +44.1% | +136.8% | -92.7% | -20.4% |
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