+84.0%
AA vs LEN
-23.0%
+106.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -0.7% | -3.2% | +2.5% | +0.6% |
| 30D | +5.0% | -4.9% | +9.9% | +7.0% |
| 3M | -35.8% | -8.5% | -27.3% | -33.7% |
| 6M | -18.4% | -20.7% | +2.3% | -10.8% |
| YTD | -5.5% | -17.4% | +11.9% | +0.3% |
| 1Y | +61.0% | -38.2% | +99.2% | +96.3% |
| All | +84.0% | -23.0% | +106.9% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling