+296.4%
ARM vs LEN
-22.6%
+319.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.3% |
| 7D | +5.5% | -3.2% | +8.6% | +6.8% |
| 30D | -8.2% | -4.9% | -3.3% | -6.6% |
| 3M | -35.9% | -8.5% | -27.4% | -34.1% |
| 6M | +103.1% | -20.7% | +123.8% | +120.4% |
| YTD | +130.6% | -17.4% | +148.0% | +143.3% |
| 1Y | +86.1% | -38.2% | +124.3% | +120.9% |
| All | +296.4% | -22.6% | +319.0% | +238.3% |
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