+678.3%
DELL vs LEN
-26.2%
+704.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +8.7% | -3.4% | +12.1% | +9.7% |
| 30D | +16.9% | -5.7% | +22.6% | +18.5% |
| 3M | +40.4% | -12.2% | +52.7% | +44.7% |
| 6M | +267.1% | -18.3% | +285.3% | +284.8% |
| YTD | +329.1% | -20.2% | +349.3% | +351.6% |
| 1Y | +346.9% | -40.1% | +387.0% | +407.1% |
| All | +678.3% | -26.2% | +704.5% | +708.8% |
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