+24.6%
AR vs LEN
-18.1%
+42.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -1.0% |
| 7D | -14.3% | +2.1% | -16.3% | -14.1% |
| 30D | +1.4% | +16.6% | -15.1% | +2.0% |
| 3M | +3.4% | +5.3% | -1.9% | +3.6% |
| 6M | -2.1% | -0.8% | -1.3% | -1.9% |
| YTD | +4.7% | -11.7% | +16.4% | +5.1% |
| 1Y | +10.6% | -24.6% | +35.2% | +12.0% |
| 3Y | +24.6% | -18.7% | +43.3% | +19.0% |
| All | +24.6% | -18.1% | +42.7% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling