+518.0%
HAL vs LEN
+10,954.7%
-10,436.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +3.5% |
| 7D | -0.2% | -6.4% | +6.1% | +1.3% |
| 30D | +1.0% | +15.6% | -14.6% | -3.0% |
| 3M | -2.1% | -0.8% | -1.4% | -2.9% |
| 6M | -17.5% | +0.4% | -17.8% | -19.0% |
| YTD | +18.1% | -14.1% | +32.3% | +19.7% |
| 1Y | +19.7% | -29.6% | +49.4% | +27.1% |
| 3Y | -7.9% | -23.1% | +15.2% | -6.3% |
| 5Y | +53.1% | -8.9% | +61.9% | +45.2% |
| 10Y | -16.8% | +146.2% | -163.0% | -39.3% |
| All | +518.0% | +10,954.7% | -10,436.6% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling