+21.6%
AR vs LEN
-41.8%
+63.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.2% |
| 7D | -1.2% | -3.4% | +2.2% | -1.9% |
| 30D | +5.5% | -5.7% | +11.2% | +4.4% |
| 3M | +12.9% | -12.2% | +25.1% | +10.6% |
| 6M | +0.1% | -18.3% | +18.4% | -1.5% |
| YTD | +13.5% | -20.2% | +33.7% | +11.5% |
| 1Y | +21.6% | -40.1% | +61.6% | +21.1% |
| All | +21.6% | -41.8% | +63.3% | +21.1% |
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