+218.1%
AA vs LEN
+10,602.5%
-10,384.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.7% | -0.5% |
| 7D | +5.3% | -8.7% | +14.0% | +8.3% |
| 30D | -2.3% | +11.6% | -13.8% | -6.0% |
| 3M | -20.8% | -1.3% | -19.6% | -21.3% |
| 6M | -39.8% | -1.4% | -38.4% | -40.3% |
| YTD | -23.3% | -16.9% | -6.4% | -20.7% |
| 1Y | +1.8% | -31.2% | +33.0% | +11.4% |
| 3Y | +69.5% | -25.6% | +95.1% | +79.1% |
| 5Y | -18.0% | -13.3% | -4.7% | -18.7% |
| 10Y | +45.7% | +138.4% | -92.7% | +3.2% |
| All | +218.1% | +10,602.5% | -10,384.5% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling