-66.0%
AAL vs LEN
+142.4%
-208.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +3.4% | -6.4% | +9.8% | +6.9% |
| 30D | +11.7% | +15.6% | -3.9% | +3.4% |
| 3M | -7.8% | -0.8% | -7.0% | -8.1% |
| 6M | +10.2% | +0.4% | +9.9% | +9.3% |
| YTD | -8.0% | -14.1% | +6.1% | -2.2% |
| 1Y | +8.5% | -29.6% | +38.2% | +27.2% |
| 3Y | +19.5% | -23.1% | +42.6% | +28.7% |
| 5Y | -33.9% | -8.9% | -25.0% | -36.7% |
| 10Y | -66.0% | +146.2% | -212.2% | -83.2% |
| All | -66.0% | +142.4% | -208.4% | -83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling