+36.3%
ALB vs LEN
+142.4%
-106.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.1% | -6.4% | +7.4% | +3.6% |
| 30D | -2.6% | +15.6% | -18.2% | -8.5% |
| 3M | -25.6% | -0.8% | -24.8% | -26.0% |
| 6M | -54.0% | +0.4% | -54.4% | -54.9% |
| YTD | -31.6% | -14.1% | -17.4% | -29.5% |
| 1Y | -6.6% | -29.6% | +23.1% | +3.9% |
| 3Y | -14.0% | -23.1% | +9.1% | -8.4% |
| 5Y | -62.5% | -8.9% | -53.7% | -63.5% |
| 10Y | +36.3% | +146.2% | -109.9% | -9.3% |
| All | +36.3% | +142.4% | -106.1% | -9.3% |
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 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