+319.1%
DELL vs LEN
-37.1%
+356.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +14.9% | -3.2% | +18.1% | +15.7% |
| 30D | +13.3% | -4.9% | +18.2% | +14.4% |
| 3M | +24.4% | -8.5% | +32.9% | +26.6% |
| 6M | +258.0% | -20.7% | +278.7% | +270.0% |
| YTD | +320.2% | -17.4% | +337.6% | +335.2% |
| 1Y | +319.1% | -38.2% | +357.3% | +326.3% |
| All | +319.1% | -37.1% | +356.2% | +326.3% |
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 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