-24.2%
AR vs LEN
+192.3%
-216.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +2.5% | -3.2% | +5.7% | +3.4% |
| 30D | +14.8% | -4.9% | +19.7% | +16.1% |
| 3M | +6.2% | -8.5% | +14.7% | +7.9% |
| 6M | +4.3% | -20.7% | +24.9% | +9.5% |
| YTD | +14.4% | -17.4% | +31.8% | +17.8% |
| 1Y | +21.3% | -38.2% | +59.6% | +35.8% |
| 3Y | +39.8% | -24.9% | +64.7% | +40.0% |
| 5Y | +142.1% | -11.4% | +153.5% | +121.0% |
| 10Y | +52.0% | +110.0% | -58.0% | -11.1% |
| All | -24.2% | +192.3% | -216.5% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling