+46.0%
F vs LEN
-25.9%
+71.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -3.1% | -5.8% | +2.7% | -1.1% |
| 30D | 0.0% | +13.7% | -13.7% | -4.9% |
| 3M | -13.2% | -3.9% | -9.3% | -12.5% |
| 6M | -10.2% | -0.4% | -9.8% | -11.2% |
| YTD | -4.9% | -16.8% | +11.9% | -0.3% |
| 1Y | -6.1% | -29.5% | +23.4% | +4.9% |
| 3Y | +46.0% | -25.6% | +71.6% | +33.2% |
| All | +46.0% | -25.9% | +71.8% | +33.2% |
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 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