+44.4%
ALAB vs LEN
-31.8%
+76.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.0% |
| 7D | +26.9% | -8.7% | +35.7% | +28.3% |
| 30D | -30.0% | +11.6% | -41.6% | -32.2% |
| 3M | -28.5% | -1.3% | -27.3% | -28.9% |
| 6M | +11.4% | -1.4% | +12.9% | +10.5% |
| YTD | +36.9% | -16.9% | +53.8% | +32.6% |
| 1Y | +44.4% | -31.2% | +75.5% | +41.3% |
| All | +44.4% | -31.8% | +76.2% | +41.3% |
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 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