+133.8%
ADI vs LEN
-13.2%
+147.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +9.5% | -5.8% | +15.2% | +11.8% |
| 30D | -1.4% | +13.7% | -15.1% | -6.9% |
| 3M | +4.7% | -3.9% | +8.6% | +4.9% |
| 6M | -7.4% | -0.4% | -7.1% | -9.4% |
| YTD | +48.1% | -16.8% | +64.9% | +54.7% |
| 1Y | +69.6% | -29.5% | +99.1% | +89.2% |
| 3Y | +144.4% | -25.6% | +170.0% | +151.6% |
| All | +133.8% | -13.2% | +147.0% | +112.3% |
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