+159.9%
DELL vs LEN
-30.4%
+190.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | 0.0% | -7.2% | -7.2% |
| 7D | +4.9% | -5.8% | +10.7% | +5.7% |
| 30D | -32.1% | +13.7% | -45.8% | -34.8% |
| 3M | -30.2% | -3.9% | -26.4% | -29.8% |
| 6M | +41.7% | -0.4% | +42.1% | +39.2% |
| YTD | +176.6% | -16.8% | +193.4% | +187.5% |
| 1Y | +159.9% | -29.5% | +189.4% | +185.4% |
| All | +159.9% | -30.4% | +190.3% | +185.4% |
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 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