+10.1%
IR vs LEN
-22.2%
+32.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -2.8% | -3.2% | +0.4% | -1.5% |
| 30D | -15.1% | -4.9% | -10.2% | -13.5% |
| 3M | +6.1% | -8.5% | +14.6% | +9.6% |
| 6M | -16.8% | -20.7% | +3.8% | -9.4% |
| YTD | -3.5% | -17.4% | +13.9% | +3.3% |
| 1Y | -3.5% | -38.2% | +34.8% | +14.4% |
| All | +10.1% | -22.2% | +32.3% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling