+12.4%
AA vs LEN
-10.6%
+23.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.1% |
| 7D | -0.6% | -3.4% | +2.7% | +0.7% |
| 30D | -1.6% | -5.7% | +4.1% | +0.6% |
| 3M | -29.8% | -12.2% | -17.6% | -26.4% |
| 6M | -16.6% | -18.3% | +1.7% | -10.7% |
| YTD | -4.0% | -20.2% | +16.2% | +3.0% |
| 1Y | +63.5% | -40.1% | +103.6% | +98.3% |
| 3Y | +86.8% | -26.2% | +112.9% | +100.5% |
| 5Y | +12.4% | -9.8% | +22.2% | +4.1% |
| All | +12.4% | -10.6% | +23.0% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling