-65.1%
AAL vs LEN
+103.7%
-168.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -1.3% | -3.4% | +2.1% | +0.4% |
| 30D | -13.7% | -5.7% | -8.1% | -11.2% |
| 3M | -8.2% | -12.2% | +4.1% | -1.8% |
| 6M | +13.1% | -18.3% | +31.4% | +25.0% |
| YTD | -15.6% | -20.2% | +4.6% | -6.2% |
| 1Y | +1.4% | -40.1% | +41.5% | +29.3% |
| 3Y | -7.4% | -26.2% | +18.8% | +2.3% |
| 5Y | -35.9% | -9.8% | -26.1% | -37.8% |
| 10Y | -65.1% | +109.1% | -174.3% | -80.9% |
| All | -65.1% | +103.7% | -168.9% | -80.9% |
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