-6.8%
AA vs LEN
-2.5%
-4.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.2% | +2.6% | +4.5% |
| 7D | +4.8% | +0.6% | +4.2% | +4.4% |
| 30D | -0.6% | +19.4% | -20.1% | -7.9% |
| 3M | -16.3% | +4.5% | -20.8% | -18.5% |
| 6M | -33.4% | +4.9% | -38.3% | -35.5% |
| YTD | -20.7% | -8.9% | -11.8% | -19.8% |
| 1Y | +12.9% | -23.0% | +35.9% | +22.7% |
| 3Y | +75.7% | -16.7% | +92.4% | +78.2% |
| 5Y | -6.8% | -4.5% | -2.3% | -19.9% |
| All | -6.8% | -2.5% | -4.3% | -19.9% |
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 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