+43.5%
F vs LEN
-18.1%
+61.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.4% |
| 7D | +1.6% | +2.1% | -0.5% | +0.7% |
| 30D | +2.6% | +16.6% | -13.9% | -3.2% |
| 3M | -8.8% | +5.3% | -14.1% | -11.1% |
| 6M | +4.6% | -0.8% | +5.4% | +3.8% |
| YTD | -1.9% | -11.7% | +9.8% | +0.8% |
| 1Y | -0.8% | -24.6% | +23.8% | +8.2% |
| 3Y | +43.5% | -18.7% | +62.2% | +21.9% |
| All | +43.5% | -18.1% | +61.6% | +21.9% |
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