+236.1%
ALNY vs LEN
+108.0%
+128.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | 0.0% |
| 7D | -6.5% | -4.8% | -1.8% | -5.5% |
| 30D | +11.0% | -6.6% | +17.6% | +12.9% |
| 3M | -14.1% | -15.7% | +1.6% | -10.7% |
| 6M | -22.4% | -16.6% | -5.8% | -19.4% |
| YTD | -37.5% | -21.3% | -16.1% | -34.5% |
| 1Y | -46.9% | -42.0% | -4.9% | -40.5% |
| 3Y | +22.1% | -27.9% | +50.0% | +25.4% |
| 5Y | +31.2% | -10.7% | +41.9% | +23.8% |
| All | +236.1% | +108.0% | +128.1% | +109.7% |
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