+33.9%
ALNY vs LEN
-11.2%
+45.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.8% |
| 3M | -14.1% | -15.7% | +1.6% | -10.8% |
| 6M | -22.4% | -16.6% | -5.8% | -19.5% |
| YTD | -37.5% | -21.3% | -16.1% | -34.7% |
| 1Y | -46.9% | -42.0% | -4.9% | -40.7% |
| 3Y | +22.1% | -27.9% | +50.0% | +21.6% |
| All | +33.9% | -11.2% | +45.0% | +12.3% |
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