+65.9%
BLK vs LEN
-27.3%
+93.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.0% |
| 7D | -3.3% | -4.8% | +1.5% | -1.9% |
| 30D | -6.5% | -6.6% | +0.1% | -4.6% |
| 3M | +6.7% | -15.7% | +22.4% | +11.9% |
| 6M | +14.7% | -16.6% | +31.4% | +20.3% |
| YTD | +2.5% | -21.3% | +23.9% | +8.7% |
| 1Y | -2.8% | -42.0% | +39.3% | +13.5% |
| 3Y | +65.9% | -27.9% | +93.8% | +64.8% |
| All | +65.9% | -27.3% | +93.2% | +64.8% |
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