+96.9%
AU vs LEN
-37.1%
+134.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -3.6% | -3.2% | -0.5% | -2.6% |
| 30D | +23.9% | -4.9% | +28.8% | +25.7% |
| 3M | +19.1% | -8.5% | +27.6% | +22.0% |
| 6M | -0.2% | -20.7% | +20.5% | +3.0% |
| YTD | +32.5% | -17.4% | +49.9% | +36.9% |
| 1Y | +96.9% | -38.2% | +135.2% | +100.1% |
| All | +96.9% | -37.1% | +134.1% | +100.1% |
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