+228.9%
ARM vs LEN
-18.1%
+247.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.1% | +7.9% | +5.7% |
| 7D | -15.2% | +2.1% | -17.3% | -16.2% |
| 30D | -40.7% | +16.6% | -57.2% | -44.5% |
| 3M | -39.1% | +5.3% | -44.4% | -41.1% |
| 6M | -26.4% | -0.8% | -25.7% | -27.5% |
| YTD | +59.7% | -11.7% | +71.5% | +61.9% |
| 1Y | +10.3% | -24.6% | +34.9% | +18.2% |
| 3Y | +228.9% | -18.7% | +247.5% | +182.1% |
| All | +228.9% | -18.1% | +247.0% | +182.1% |
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 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