+87.3%
ALB vs LEN
+103.7%
-16.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | -8.6% | -3.4% | -5.2% | -7.4% |
| 30D | -4.0% | -5.7% | +1.6% | -2.0% |
| 3M | -17.4% | -12.2% | -5.2% | -13.9% |
| 6M | -25.4% | -18.3% | -7.1% | -20.5% |
| YTD | -10.5% | -20.2% | +9.7% | -4.4% |
| 1Y | +75.8% | -40.1% | +115.9% | +109.1% |
| 3Y | -28.5% | -26.2% | -2.3% | -22.1% |
| 5Y | -45.1% | -9.8% | -35.3% | -45.8% |
| 10Y | +87.3% | +109.1% | -21.8% | +30.4% |
| All | +87.3% | +103.7% | -16.4% | +30.4% |
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