+151.7%
HYG vs LEN
+145.4%
+6.4%
-34.2%
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% | -0.2% |
| 7D | -0.7% | -4.8% | +4.1% | -0.2% |
| 30D | -0.7% | -6.6% | +5.8% | -0.1% |
| 3M | -0.2% | -15.7% | +15.5% | +1.3% |
| 6M | +1.4% | -16.6% | +18.1% | +2.9% |
| YTD | +1.5% | -21.3% | +22.8% | +3.4% |
| 1Y | +2.9% | -42.0% | +44.9% | +7.8% |
| 3Y | +25.6% | -27.9% | +53.6% | +27.6% |
| 5Y | +18.6% | -10.7% | +29.3% | +16.7% |
| 10Y | +55.7% | +106.1% | -50.4% | +36.9% |
| All | +151.7% | +145.4% | +6.4% | +87.9% |
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