-2.8%
BLK vs LEN
-41.0%
+38.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.1% |
| 7D | -3.3% | -4.8% | +1.5% | -2.2% |
| 30D | -6.5% | -6.6% | +0.1% | -5.0% |
| 3M | +6.7% | -15.7% | +22.4% | +10.7% |
| 6M | +14.7% | -16.6% | +31.4% | +18.4% |
| YTD | +2.5% | -21.3% | +23.9% | +6.4% |
| 1Y | -2.8% | -42.0% | +39.3% | +4.6% |
| All | -2.8% | -41.0% | +38.2% | +4.6% |
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 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