+20.1%
COMP vs LEN
-21.9%
+42.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +7.1% | +0.6% | +2.7% |
| 7D | +9.5% | +10.5% | -1.0% | +1.9% |
| 30D | +8.1% | +24.6% | -16.6% | -7.7% |
| 3M | -16.3% | +6.6% | -23.0% | -20.4% |
| 6M | +42.2% | +10.6% | +31.6% | +33.0% |
| YTD | -5.0% | -8.3% | +3.3% | -7.4% |
| 1Y | +20.1% | -22.5% | +42.6% | +21.7% |
| All | +20.1% | -21.9% | +42.0% | +21.7% |
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