+62.1%
D vs LEN
-24.6%
+86.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +1.5% | -3.2% | +4.6% | +2.0% |
| 30D | -2.6% | -4.9% | +2.3% | -1.8% |
| 3M | 0.0% | -8.5% | +8.5% | +1.2% |
| 6M | +7.4% | -20.7% | +28.0% | +11.2% |
| YTD | +15.9% | -17.4% | +33.3% | +18.8% |
| 1Y | +18.1% | -38.2% | +56.4% | +27.5% |
| All | +62.1% | -24.6% | +86.7% | +50.3% |
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