+14.8%
HAS vs LEN
-11.2%
+25.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.7% |
| 7D | -1.1% | -4.8% | +3.7% | +0.7% |
| 30D | -2.8% | -6.6% | +3.8% | -0.5% |
| 3M | +10.1% | -15.7% | +25.8% | +16.7% |
| 6M | -1.4% | -16.6% | +15.3% | +4.3% |
| YTD | +14.2% | -21.3% | +35.5% | +22.8% |
| 1Y | +18.2% | -42.0% | +60.2% | +42.7% |
| 3Y | +48.6% | -27.9% | +76.5% | +60.0% |
| All | +14.8% | -11.2% | +25.9% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling