-41.9%
ACN vs LEN
-25.9%
-16.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.3% | -3.5% |
| 7D | -4.8% | -2.9% | -1.9% | -4.3% |
| 30D | +1.9% | -8.9% | +10.7% | +3.3% |
| 3M | +3.9% | -10.9% | +14.8% | +5.4% |
| 6M | -15.0% | -19.7% | +4.6% | -12.4% |
| YTD | -31.9% | -20.6% | -11.3% | -29.8% |
| 1Y | -28.5% | -42.4% | +13.9% | -22.1% |
| 3Y | -41.9% | -26.5% | -15.4% | -45.2% |
| All | -41.9% | -25.9% | -16.0% | -45.2% |
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 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