+11.8%
AZO vs LEN
-27.3%
+39.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.5% |
| 7D | -3.6% | -4.8% | +1.2% | -2.9% |
| 30D | -5.6% | -6.6% | +1.0% | -4.6% |
| 3M | -6.6% | -15.7% | +9.0% | -4.5% |
| 6M | -22.5% | -16.6% | -5.9% | -20.8% |
| YTD | -15.2% | -21.3% | +6.2% | -12.8% |
| 1Y | -33.9% | -42.0% | +8.1% | -29.7% |
| 3Y | +11.8% | -27.9% | +39.7% | +10.1% |
| All | +11.8% | -27.3% | +39.1% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling