-35.0%
AUR vs LEN
-15.9%
-19.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.5% |
| 7D | +11.1% | -3.4% | +14.5% | +13.6% |
| 30D | -6.9% | -5.7% | -1.2% | -3.2% |
| 3M | +5.5% | -12.2% | +17.7% | +13.3% |
| 6M | +41.0% | -18.3% | +59.3% | +58.5% |
| YTD | +69.3% | -20.2% | +89.5% | +90.0% |
| 1Y | +14.0% | -40.1% | +54.1% | +56.4% |
| 3Y | +90.1% | -26.2% | +116.2% | +108.7% |
| 5Y | -34.4% | -9.8% | -24.6% | -41.1% |
| All | -35.0% | -15.9% | -19.1% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling