+777.0%
FIX vs LEN
-24.6%
+801.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +6.0% | -3.2% | +9.2% | +6.9% |
| 30D | -7.2% | -4.9% | -2.4% | -6.1% |
| 3M | -15.9% | -8.5% | -7.4% | -14.1% |
| 6M | +12.7% | -20.7% | +33.4% | +19.4% |
| YTD | +72.8% | -17.4% | +90.2% | +79.8% |
| 1Y | +122.9% | -38.2% | +161.1% | +151.0% |
| All | +777.0% | -24.6% | +801.6% | +703.6% |
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