+358.3%
DELL vs LEN
-41.0%
+399.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.2% | +9.8% | +11.4% |
| 7D | +8.2% | -4.8% | +13.0% | +9.5% |
| 30D | +17.1% | -6.6% | +23.7% | +18.9% |
| 3M | +45.2% | -15.7% | +60.8% | +51.2% |
| 6M | +286.8% | -16.6% | +303.4% | +298.3% |
| YTD | +354.8% | -21.3% | +376.1% | +377.1% |
| 1Y | +358.3% | -42.0% | +400.3% | +361.2% |
| All | +358.3% | -41.0% | +399.2% | +361.2% |
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