+14.7%
D vs LEN
-31.8%
+46.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.4% |
| 7D | -3.1% | -8.7% | +5.7% | -1.9% |
| 30D | +8.4% | +11.6% | -3.2% | +7.2% |
| 3M | +0.2% | -1.3% | +1.5% | +0.1% |
| 6M | +9.5% | -1.4% | +10.9% | +9.1% |
| YTD | +18.8% | -16.9% | +35.7% | +20.5% |
| 1Y | +14.7% | -31.2% | +45.9% | +16.5% |
| All | +14.7% | -31.8% | +46.5% | +16.5% |
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