+257.6%
ALAB vs LEN
-43.2%
+300.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.6% |
| 7D | +16.3% | -5.8% | +22.1% | +17.3% |
| 30D | -26.1% | +13.7% | -39.8% | -28.2% |
| 3M | -31.3% | -3.9% | -27.4% | -31.3% |
| 6M | -1.0% | -0.4% | -0.6% | -1.8% |
| YTD | +33.3% | -16.8% | +50.2% | +33.8% |
| 1Y | +53.5% | -29.5% | +83.0% | +57.2% |
| All | +257.6% | -43.2% | +300.8% | +267.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling