+268.6%
ARM vs LEN
-25.9%
+294.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.7% | -4.6% |
| 7D | +9.1% | -5.8% | +14.9% | +11.2% |
| 30D | -19.9% | +13.7% | -33.7% | -24.7% |
| 3M | -31.6% | -3.9% | -27.8% | -31.7% |
| 6M | -13.9% | -0.4% | -13.5% | -15.8% |
| YTD | +74.3% | -16.8% | +91.1% | +80.1% |
| 1Y | +35.8% | -29.5% | +65.3% | +48.6% |
| 3Y | +268.6% | -25.6% | +294.2% | +250.0% |
| All | +268.6% | -25.9% | +294.5% | +250.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling