-59.6%
ACHR vs LEN
+17.4%
-77.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -7.0% | -6.9% |
| 7D | -9.2% | -5.8% | -3.5% | -6.4% |
| 30D | -1.0% | +13.7% | -14.7% | -8.1% |
| 3M | -42.2% | -3.9% | -38.3% | -41.7% |
| 6M | -38.2% | -0.4% | -37.8% | -39.2% |
| YTD | -46.4% | -16.8% | -29.6% | -43.0% |
| 1Y | -49.4% | -29.5% | -19.9% | -41.6% |
| 3Y | -22.5% | -25.6% | +3.1% | -15.7% |
| 5Y | -29.8% | -13.2% | -16.6% | -35.5% |
| All | -59.6% | +17.4% | -77.0% | -64.0% |
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