+27.6%
IR vs LEN
-18.1%
+45.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +2.5% |
| 7D | +3.7% | +2.1% | +1.6% | +2.6% |
| 30D | +7.4% | +16.6% | -9.1% | +0.8% |
| 3M | -5.9% | +5.3% | -11.2% | -8.7% |
| 6M | +5.6% | -0.8% | +6.3% | +4.7% |
| YTD | +4.8% | -11.7% | +16.6% | +8.4% |
| 1Y | +6.9% | -24.6% | +31.5% | +16.6% |
| 3Y | +27.6% | -18.7% | +46.2% | +32.9% |
| All | +27.6% | -18.1% | +45.7% | +32.9% |
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