-42.5%
ALB vs LEN
-12.1%
-30.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.4% | +4.4% |
| 7D | -4.4% | -2.9% | -1.5% | -3.2% |
| 30D | -1.2% | -8.9% | +7.7% | +2.9% |
| 3M | -13.3% | -10.9% | -2.4% | -9.7% |
| 6M | -19.8% | -19.7% | -0.1% | -12.7% |
| YTD | -7.9% | -20.6% | +12.7% | -0.3% |
| 1Y | +60.2% | -42.4% | +102.6% | +104.2% |
| 3Y | -26.4% | -26.5% | +0.1% | -19.9% |
| 5Y | -42.5% | -10.9% | -31.6% | -46.4% |
| All | -42.5% | -12.1% | -30.4% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling