+17.2%
ARM vs LEN
-27.0%
+44.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.8% | -1.5% |
| 7D | -10.4% | +0.7% | -11.0% | -10.6% |
| 30D | -31.8% | +13.0% | -44.8% | -34.5% |
| 3M | -32.2% | +1.9% | -34.1% | -33.1% |
| 6M | -14.9% | -0.7% | -14.2% | -16.2% |
| YTD | +66.0% | -13.8% | +79.8% | +63.1% |
| 1Y | +17.2% | -28.1% | +45.3% | +14.1% |
| All | +17.2% | -27.0% | +44.3% | +14.1% |
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 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