-27.8%
AAL vs LEN
+90.3%
-118.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.8% |
| 7D | -3.7% | -3.2% | -0.6% | -2.0% |
| 30D | -20.8% | -4.9% | -15.9% | -18.6% |
| 3M | -1.3% | -8.5% | +7.2% | +3.7% |
| 6M | +5.4% | -20.7% | +26.0% | +19.6% |
| YTD | -14.4% | -17.4% | +3.1% | -5.7% |
| 1Y | +2.1% | -38.2% | +40.3% | +30.8% |
| 3Y | -10.6% | -24.9% | +14.3% | -0.9% |
| 5Y | -32.2% | -11.4% | -20.8% | -33.3% |
| 10Y | -62.7% | +110.0% | -172.7% | -80.5% |
| All | -27.8% | +90.3% | -118.2% | -80.1% |
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