+384.5%
ALAB vs LEN
-45.5%
+430.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.6% | +4.0% |
| 7D | +9.6% | -3.4% | +13.0% | +10.3% |
| 30D | -5.3% | -5.7% | +0.4% | -4.4% |
| 3M | -12.0% | -12.2% | +0.2% | -10.2% |
| 6M | +145.7% | -18.3% | +164.0% | +151.3% |
| YTD | +80.7% | -20.2% | +100.9% | +83.8% |
| 1Y | +40.1% | -40.1% | +80.2% | +48.9% |
| All | +384.5% | -45.5% | +430.0% | +404.8% |
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