+502.5%
FIX vs LEN
-25.9%
+528.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.3% |
| 7D | +17.0% | -8.7% | +25.8% | +18.7% |
| 30D | -30.6% | +11.6% | -42.1% | -33.0% |
| 3M | -35.0% | -1.3% | -33.8% | -35.6% |
| 6M | -44.0% | -1.4% | -42.5% | -44.6% |
| YTD | +21.1% | -16.9% | +38.0% | +24.4% |
| 1Y | +16.3% | -31.2% | +47.4% | +25.2% |
| All | +502.5% | -25.9% | +528.4% | +403.9% |
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