-54.0%
IT vs LEN
-25.9%
-28.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.4% |
| 7D | -3.7% | -8.7% | +5.1% | -1.6% |
| 30D | -3.1% | +11.6% | -14.7% | -5.0% |
| 3M | +6.3% | -1.3% | +7.6% | +6.6% |
| 6M | +24.8% | -1.4% | +26.2% | +24.7% |
| YTD | -24.4% | -16.9% | -7.5% | -22.9% |
| 1Y | -17.1% | -31.2% | +14.1% | -12.0% |
| All | -54.0% | -25.9% | -28.1% | -54.4% |
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