+199.6%
ARM vs LEN
-22.0%
+221.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.7% | -4.6% |
| 7D | +9.1% | -5.8% | +14.9% | +11.4% |
| 30D | -19.9% | +13.7% | -33.7% | -25.0% |
| 3M | -31.6% | -3.9% | -27.8% | -31.7% |
| 6M | -13.9% | -0.4% | -13.5% | -15.9% |
| YTD | +74.3% | -16.8% | +91.1% | +80.6% |
| 1Y | +35.8% | -29.5% | +65.3% | +49.8% |
| 3Y | +268.6% | -25.6% | +294.2% | +227.2% |
| All | +199.6% | -22.0% | +221.7% | +151.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling