+291.9%
AA vs LEN
+10,533.4%
-10,241.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -0.7% | -3.2% | +2.5% | +0.3% |
| 30D | +5.0% | -4.9% | +9.9% | +6.5% |
| 3M | -35.8% | -8.5% | -27.3% | -34.2% |
| 6M | -18.4% | -20.7% | +2.3% | -13.3% |
| YTD | -5.5% | -17.4% | +11.9% | -1.2% |
| 1Y | +61.0% | -38.2% | +99.2% | +82.9% |
| 3Y | +66.2% | -24.9% | +91.1% | +76.7% |
| 5Y | +11.4% | -11.4% | +22.8% | +10.5% |
| 10Y | +116.9% | +110.0% | +6.8% | +60.4% |
| All | +291.9% | +10,533.4% | -10,241.5% | +3.2% |
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