+24.5%
ALAB vs LEN
-21.9%
+46.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.1% | -11.5% | -5.2% |
| 7D | -24.9% | +10.5% | -35.3% | -26.1% |
| 30D | -38.4% | +24.6% | -63.0% | -41.3% |
| 3M | -38.3% | +6.6% | -44.9% | -39.1% |
| 6M | +10.9% | +10.6% | +0.3% | +8.3% |
| YTD | +34.2% | -8.3% | +42.5% | +28.4% |
| 1Y | +24.5% | -22.5% | +47.0% | +19.1% |
| All | +24.5% | -21.9% | +46.4% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling