-21.1%
ACHR vs LEN
-26.2%
+5.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.5% | -6.1% | -5.9% |
| 7D | -2.7% | -3.4% | +0.7% | -1.1% |
| 30D | -12.1% | -5.7% | -6.5% | -9.4% |
| 3M | +3.4% | -12.2% | +15.6% | +9.8% |
| 6M | -15.6% | -18.3% | +2.6% | -7.4% |
| YTD | -26.9% | -20.2% | -6.7% | -20.3% |
| 1Y | -34.8% | -40.1% | +5.3% | -17.8% |
| All | -21.1% | -26.2% | +5.1% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling