+47.1%
AR vs LEN
-23.0%
+70.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | +2.5% | -3.2% | +5.7% | +2.4% |
| 30D | +14.8% | -4.9% | +19.7% | +14.7% |
| 3M | +6.2% | -8.5% | +14.7% | +6.2% |
| 6M | +4.3% | -20.7% | +24.9% | +5.1% |
| YTD | +14.4% | -17.4% | +31.8% | +14.7% |
| 1Y | +21.3% | -38.2% | +59.6% | +24.4% |
| All | +47.1% | -23.0% | +70.0% | +36.9% |
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