-61.6%
ALB vs LEN
-2.5%
-59.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -1.6% |
| 7D | +9.5% | +0.6% | +8.8% | +9.0% |
| 30D | -2.1% | +19.4% | -21.5% | -10.3% |
| 3M | -24.1% | +4.5% | -28.7% | -26.4% |
| 6M | -51.0% | +4.9% | -55.9% | -53.1% |
| YTD | -29.3% | -8.9% | -20.4% | -28.7% |
| 1Y | +3.2% | -23.0% | +26.1% | +12.9% |
| 3Y | -9.3% | -16.7% | +7.4% | -7.4% |
| 5Y | -61.6% | -4.5% | -57.2% | -65.0% |
| All | -61.6% | -2.5% | -59.1% | -65.0% |
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