+45.9%
HLT vs LEN
-21.9%
+67.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | +1.7% |
| 7D | +7.7% | +10.5% | -2.8% | +4.9% |
| 30D | +19.1% | +24.6% | -5.5% | +12.3% |
| 3M | +20.7% | +6.6% | +14.1% | +18.2% |
| 6M | +21.0% | +10.6% | +10.4% | +16.3% |
| YTD | +31.3% | -8.3% | +39.6% | +32.1% |
| 1Y | +45.9% | -22.5% | +68.4% | +55.7% |
| All | +45.9% | -21.9% | +67.7% | +55.7% |
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