+2,251.6%
ALB vs LEN
+3,157.5%
-905.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -1.0% |
| 7D | +9.5% | +0.6% | +8.8% | +9.2% |
| 30D | -2.1% | +19.4% | -21.5% | -7.4% |
| 3M | -24.1% | +4.5% | -28.7% | -25.6% |
| 6M | -51.0% | +4.9% | -55.9% | -52.3% |
| YTD | -29.3% | -8.9% | -20.4% | -28.9% |
| 1Y | +3.2% | -23.0% | +26.1% | +8.6% |
| 3Y | -9.3% | -16.7% | +7.4% | -6.8% |
| 5Y | -61.6% | -4.5% | -57.2% | -62.5% |
| 10Y | +40.8% | +162.2% | -121.4% | -1.1% |
| All | +2,251.6% | +3,157.5% | -905.9% | +713.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling