+219.8%
ARM vs LEN
-19.5%
+239.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.4% | +12.4% | +12.2% |
| 7D | +6.0% | -6.4% | +12.4% | +8.4% |
| 30D | -20.3% | +15.6% | -36.0% | -25.6% |
| 3M | -24.4% | -0.8% | -23.6% | -25.3% |
| 6M | -4.4% | +0.4% | -4.7% | -6.7% |
| YTD | +86.0% | -14.1% | +100.2% | +90.6% |
| 1Y | +35.8% | -29.6% | +65.4% | +50.6% |
| 3Y | +289.1% | -23.1% | +312.2% | +241.5% |
| All | +219.8% | -19.5% | +239.3% | +165.1% |
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