+22.7%
C vs LEN
-22.9%
+45.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +2.1% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | -5.4% | +19.4% | -24.8% | -7.5% |
| 3M | -9.2% | +4.5% | -13.7% | -9.6% |
| 6M | -1.8% | +4.9% | -6.7% | -2.6% |
| YTD | +6.7% | -8.9% | +15.6% | +4.8% |
| All | +22.7% | -22.9% | +45.6% | +23.9% |
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