+174.6%
ARM vs LEN
-17.2%
+191.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.1% | +7.9% | +5.8% |
| 7D | -15.2% | +2.1% | -17.3% | -16.3% |
| 30D | -40.7% | +16.6% | -57.2% | -44.7% |
| 3M | -39.1% | +5.3% | -44.4% | -41.2% |
| 6M | -26.4% | -0.8% | -25.7% | -27.6% |
| YTD | +59.7% | -11.7% | +71.5% | +62.1% |
| 1Y | +10.3% | -24.6% | +34.9% | +18.8% |
| 3Y | +228.9% | -18.7% | +247.5% | +178.2% |
| All | +174.6% | -17.2% | +191.8% | +125.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling