+1,697.2%
ACN vs LEN
+411.5%
+1,285.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.1% |
| 7D | -1.5% | -3.2% | +1.7% | -0.9% |
| 30D | +9.4% | -4.9% | +14.3% | +10.5% |
| 3M | +5.6% | -8.5% | +14.1% | +7.2% |
| 6M | -9.3% | -20.7% | +11.4% | -5.5% |
| YTD | -29.0% | -17.4% | -11.6% | -26.9% |
| 1Y | -24.7% | -38.2% | +13.6% | -17.7% |
| 3Y | -39.8% | -24.9% | -15.0% | -38.3% |
| 5Y | -40.9% | -11.4% | -29.5% | -42.1% |
| 10Y | +91.1% | +110.0% | -18.9% | +49.7% |
| All | +1,697.2% | +411.5% | +1,285.7% | +662.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling