+0.8%
HL vs LEN
+10,606.4%
-10,605.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -11.1% | -5.8% | -5.3% | -9.9% |
| 30D | -12.1% | +13.7% | -25.8% | -14.6% |
| 3M | -26.1% | -3.9% | -22.2% | -25.6% |
| 6M | -37.7% | -0.4% | -37.4% | -37.9% |
| YTD | -31.7% | -16.8% | -14.8% | -29.3% |
| 1Y | -11.6% | -29.5% | +17.8% | -5.4% |
| 3Y | +249.6% | -25.6% | +275.2% | +265.0% |
| 5Y | +108.5% | -13.2% | +121.7% | +107.9% |
| 10Y | +127.0% | +138.5% | -11.5% | +79.6% |
| All | +0.8% | +10,606.4% | -10,605.6% | -50.4% |
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 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