-14.9%
HAL vs LEN
+136.9%
-151.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +6.1% | -5.8% | +11.9% | +8.1% |
| 30D | +2.9% | +13.7% | -10.8% | -2.4% |
| 3M | +3.3% | -3.9% | +7.2% | +3.3% |
| 6M | -16.9% | -0.4% | -16.5% | -19.0% |
| YTD | +21.2% | -16.8% | +38.0% | +24.8% |
| 1Y | +27.5% | -29.5% | +57.0% | +39.2% |
| 3Y | -6.4% | -25.6% | +19.1% | -4.5% |
| 5Y | +58.0% | -13.2% | +71.2% | +44.1% |
| All | -14.9% | +136.9% | -151.8% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling