+207.4%
ALAB vs LEN
-39.7%
+247.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.1% | +9.4% | +6.6% |
| 7D | -26.3% | +2.1% | -28.4% | -26.6% |
| 30D | -50.1% | +16.6% | -66.7% | -51.6% |
| 3M | -42.5% | +5.3% | -47.8% | -43.3% |
| 6M | -10.8% | -0.8% | -10.1% | -11.3% |
| YTD | +14.6% | -11.7% | +26.4% | +14.2% |
| 1Y | +17.1% | -24.6% | +41.7% | +18.9% |
| All | +207.4% | -39.7% | +247.1% | +213.6% |
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