+86.1%
ARM vs LEN
-37.1%
+123.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.2% |
| 7D | +5.5% | -3.2% | +8.6% | +6.3% |
| 30D | -8.2% | -4.9% | -3.3% | -7.1% |
| 3M | -35.9% | -8.5% | -27.4% | -34.5% |
| 6M | +103.1% | -20.7% | +123.8% | +102.2% |
| YTD | +130.6% | -17.4% | +148.0% | +130.4% |
| 1Y | +86.1% | -38.2% | +124.3% | +90.8% |
| All | +86.1% | -37.1% | +123.2% | +90.8% |
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