+7.7%
AAL vs LEN
-21.9%
+29.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.1% | -0.8% | +2.6% |
| 7D | +8.3% | +10.5% | -2.1% | +2.8% |
| 30D | +6.2% | +24.6% | -18.4% | -5.5% |
| 3M | -17.7% | +6.6% | -24.3% | -20.8% |
| 6M | +15.4% | +10.6% | +4.8% | +9.2% |
| YTD | -11.1% | -8.3% | -2.8% | -10.5% |
| 1Y | +7.7% | -22.5% | +30.3% | +15.0% |
| All | +7.7% | -21.9% | +29.6% | +15.0% |
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