+17.2%
COMP vs LEN
-21.0%
+38.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +1.8% |
| 7D | +1.4% | -3.2% | +4.6% | +5.5% |
| 30D | -13.3% | -4.9% | -8.4% | -8.0% |
| 3M | +41.1% | -8.5% | +49.6% | +55.5% |
| 6M | +17.2% | -20.7% | +37.8% | +59.0% |
| All | +17.2% | -21.0% | +38.1% | +59.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling