-22.5%
AAL vs LEN
+97.9%
-120.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +3.4% | -6.4% | +9.8% | +7.2% |
| 30D | +11.7% | +15.6% | -3.9% | +2.7% |
| 3M | -7.8% | -0.8% | -7.0% | -8.2% |
| 6M | +10.2% | +0.4% | +9.9% | +9.1% |
| YTD | -8.0% | -14.1% | +6.1% | -1.8% |
| 1Y | +8.5% | -29.6% | +38.2% | +28.9% |
| 3Y | +19.5% | -23.1% | +42.6% | +30.1% |
| 5Y | -33.9% | -8.9% | -25.0% | -36.3% |
| 10Y | -66.0% | +146.2% | -212.2% | -83.9% |
| All | -22.5% | +97.9% | -120.4% | -79.2% |
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 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