-41.3%
ALNY vs LEN
-37.1%
-4.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +12.2% | -3.2% | +15.4% | +12.7% |
| 30D | +16.3% | -4.9% | +21.2% | +17.1% |
| 3M | -12.4% | -8.5% | -3.9% | -11.8% |
| 6M | -18.7% | -20.7% | +2.0% | -19.0% |
| YTD | -33.1% | -17.4% | -15.7% | -32.8% |
| 1Y | -41.3% | -38.2% | -3.1% | -42.5% |
| All | -41.3% | -37.1% | -4.2% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling