+634.9%
HLT vs LEN
+168.8%
+466.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.8% |
| 7D | -1.6% | -4.8% | +3.2% | 0.0% |
| 30D | -5.0% | -6.6% | +1.5% | -2.9% |
| 3M | -10.4% | -15.7% | +5.3% | -5.6% |
| 6M | +3.2% | -16.6% | +19.9% | +8.9% |
| YTD | +6.7% | -21.3% | +28.1% | +14.3% |
| 1Y | +10.3% | -42.0% | +52.3% | +30.8% |
| 3Y | +99.3% | -27.9% | +127.2% | +110.2% |
| 5Y | +143.7% | -10.7% | +154.4% | +130.6% |
| 10Y | +584.7% | +106.1% | +478.6% | +314.3% |
| All | +634.9% | +168.8% | +466.1% | +333.1% |
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 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