-43.8%
ACHR vs LEN
-10.6%
-33.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.5% | -6.1% | -5.9% |
| 7D | -2.7% | -3.4% | +0.7% | -0.8% |
| 30D | -12.1% | -5.7% | -6.5% | -9.0% |
| 3M | +3.4% | -12.2% | +15.6% | +10.7% |
| 6M | -15.6% | -18.3% | +2.6% | -6.0% |
| YTD | -26.9% | -20.2% | -6.7% | -18.7% |
| 1Y | -34.8% | -40.1% | +5.3% | -14.5% |
| 3Y | -19.2% | -26.2% | +7.0% | -12.4% |
| 5Y | -43.8% | -9.8% | -33.9% | -48.9% |
| All | -43.8% | -10.6% | -33.2% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling