-19.8%
HD vs LEN
-37.1%
+17.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.4% |
| 7D | -2.1% | -3.2% | +1.1% | -0.6% |
| 30D | -8.4% | -4.9% | -3.5% | -6.4% |
| 3M | +4.3% | -8.5% | +12.8% | +7.9% |
| 6M | -11.1% | -20.7% | +9.5% | -3.8% |
| YTD | -4.7% | -17.4% | +12.7% | +1.9% |
| 1Y | -19.8% | -38.2% | +18.4% | -7.7% |
| All | -19.8% | -37.1% | +17.3% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling