+26.0%
IVZ vs LEN
-27.0%
+53.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.2% | +1.0% |
| 7D | +2.2% | +0.7% | +1.5% | +2.0% |
| 30D | -2.2% | +13.0% | -15.2% | -5.0% |
| 3M | -8.4% | +1.9% | -10.3% | -9.1% |
| 6M | +6.2% | -0.7% | +6.9% | +5.5% |
| YTD | +12.4% | -13.8% | +26.2% | +15.0% |
| 1Y | +26.0% | -28.1% | +54.1% | +32.2% |
| All | +26.0% | -27.0% | +53.1% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling