+470.9%
COMP vs LEN
-17.6%
+488.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.2% | +2.5% | +3.2% |
| 7D | +14.5% | +0.6% | +13.9% | +13.7% |
| 30D | +14.9% | +19.4% | -4.5% | -0.1% |
| 3M | -14.2% | +4.5% | -18.8% | -17.9% |
| 6M | +23.7% | +4.9% | +18.8% | +17.9% |
| YTD | +2.1% | -8.9% | +11.0% | +6.2% |
| 1Y | +26.2% | -23.0% | +49.2% | +47.0% |
| 3Y | +470.9% | -16.7% | +487.6% | +321.4% |
| All | +470.9% | -17.6% | +488.5% | +321.4% |
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