-54.9%
ADBE vs LEN
-26.2%
-28.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -8.9% | -3.4% | -5.5% | -8.5% |
| 30D | -6.6% | -5.7% | -1.0% | -5.9% |
| 3M | +7.1% | -12.2% | +19.4% | +8.8% |
| 6M | -9.8% | -18.3% | +8.5% | -7.5% |
| YTD | -27.2% | -20.2% | -7.0% | -25.6% |
| 1Y | -28.0% | -40.1% | +12.0% | -22.2% |
| All | -54.9% | -26.2% | -28.6% | -57.8% |
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