-35.1%
AUR vs LEN
-11.2%
-23.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | 0.0% |
| 7D | +1.4% | -4.8% | +6.2% | +4.8% |
| 30D | -6.4% | -6.6% | +0.2% | -1.8% |
| 3M | +7.7% | -15.7% | +23.4% | +19.8% |
| 6M | +44.5% | -16.6% | +61.1% | +60.7% |
| YTD | +67.4% | -21.3% | +88.8% | +90.8% |
| 1Y | +15.4% | -42.0% | +57.5% | +65.4% |
| 3Y | +94.8% | -27.9% | +122.8% | +114.7% |
| All | -35.1% | -11.2% | -23.9% | -40.1% |
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