+114.5%
ADI vs LEN
-25.9%
+140.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +1.5% |
| 7D | +2.4% | -2.9% | +5.3% | +3.4% |
| 30D | -6.6% | -8.9% | +2.3% | -3.9% |
| 3M | -9.8% | -10.9% | +1.1% | -6.8% |
| 6M | +15.7% | -19.7% | +35.3% | +23.3% |
| YTD | +35.1% | -20.6% | +55.7% | +43.9% |
| 1Y | +47.7% | -42.4% | +90.1% | +75.2% |
| 3Y | +114.5% | -26.5% | +141.0% | +116.6% |
| All | +114.5% | -25.9% | +140.4% | +116.6% |
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