+2.1%
AAL vs LEN
-37.1%
+39.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.8% |
| 7D | -3.7% | -3.2% | -0.6% | -2.2% |
| 30D | -20.8% | -4.9% | -15.9% | -18.8% |
| 3M | -1.3% | -8.5% | +7.2% | +2.7% |
| 6M | +5.4% | -20.7% | +26.0% | +13.6% |
| YTD | -14.4% | -17.4% | +3.1% | -8.8% |
| 1Y | +2.1% | -38.2% | +40.3% | +16.8% |
| All | +2.1% | -37.1% | +39.2% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling