-45.3%
ACHR vs LEN
+8.7%
-54.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.9% |
| 7D | -5.4% | -7.8% | +2.4% | -1.6% |
| 30D | -19.7% | -11.0% | -8.7% | -14.8% |
| 3M | +7.9% | -12.8% | +20.7% | +14.9% |
| 6M | -13.8% | -20.2% | +6.4% | -4.1% |
| YTD | -27.5% | -23.0% | -4.5% | -19.0% |
| 1Y | -33.9% | -41.8% | +7.9% | -15.3% |
| 3Y | -20.0% | -28.8% | +8.8% | -10.1% |
| 5Y | -44.0% | -12.6% | -31.4% | -46.5% |
| All | -45.3% | +8.7% | -54.0% | -48.8% |
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