-9.0%
AUR vs LEN
-21.9%
+12.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.1% | -11.5% | -5.9% |
| 7D | -19.8% | +10.5% | -30.3% | -21.9% |
| 30D | -29.0% | +24.6% | -53.7% | -33.3% |
| 3M | -43.6% | +6.6% | -50.2% | -44.7% |
| 6M | -36.6% | +10.6% | -47.3% | -39.2% |
| YTD | +6.3% | -8.3% | +14.6% | +4.9% |
| 1Y | -9.0% | -22.5% | +13.5% | -6.5% |
| All | -9.0% | -21.9% | +12.9% | -6.5% |
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