+29.4%
B vs LEN
-21.9%
+51.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.1% | +1.2% | +6.3% |
| 7D | +1.1% | +10.5% | -9.4% | -1.6% |
| 30D | +0.3% | +24.6% | -24.3% | -5.8% |
| 3M | +5.4% | +6.6% | -1.2% | +3.3% |
| 6M | +5.5% | +10.6% | -5.1% | +2.3% |
| YTD | -6.3% | -8.3% | +2.0% | -5.7% |
| 1Y | +29.4% | -22.5% | +51.9% | +31.9% |
| All | +29.4% | -21.9% | +51.2% | +31.9% |
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