+40.1%
ALAB vs LEN
-41.8%
+81.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.6% | +4.0% |
| 7D | +9.6% | -3.4% | +13.0% | +10.1% |
| 30D | -5.3% | -5.7% | +0.4% | -4.7% |
| 3M | -12.0% | -12.2% | +0.2% | -10.7% |
| 6M | +145.7% | -18.3% | +164.0% | +139.0% |
| YTD | +80.7% | -20.2% | +100.9% | +75.3% |
| 1Y | +40.1% | -40.1% | +80.2% | +30.7% |
| All | +40.1% | -41.8% | +81.9% | +30.7% |
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 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