+47.8%
ADP vs LEN
-18.1%
+65.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.0% |
| 7D | +3.2% | +2.1% | +1.2% | +3.0% |
| 30D | +14.9% | +16.6% | -1.7% | +13.5% |
| 3M | +11.6% | +5.3% | +6.3% | +10.9% |
| 6M | +48.5% | -0.8% | +49.2% | +47.8% |
| YTD | +20.6% | -11.7% | +32.3% | +20.5% |
| 1Y | +23.7% | -24.6% | +48.3% | +25.8% |
| 3Y | +47.8% | -18.7% | +66.5% | +39.4% |
| All | +47.8% | -18.1% | +65.9% | +39.4% |
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