+365.7%
ALAB vs LEN
-45.7%
+411.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.8% | -3.1% | -6.3% |
| 7D | +3.2% | -2.9% | +6.1% | +3.7% |
| 30D | -13.6% | -8.9% | -4.7% | -12.2% |
| 3M | -16.6% | -10.9% | -5.7% | -15.1% |
| 6M | +142.3% | -19.7% | +162.0% | +148.2% |
| YTD | +73.6% | -20.6% | +94.2% | +76.8% |
| 1Y | +33.7% | -42.4% | +76.1% | +43.2% |
| All | +365.7% | -45.7% | +411.4% | +385.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling