+18.4%
IWM vs LEN
-30.4%
+48.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +1.4% | -5.8% | +7.2% | +2.6% |
| 30D | +2.3% | +13.7% | -11.4% | -0.7% |
| 3M | -8.3% | -3.9% | -4.4% | -7.8% |
| 6M | -1.3% | -0.4% | -1.0% | -2.0% |
| YTD | +13.5% | -16.8% | +30.4% | +14.8% |
| 1Y | +18.4% | -29.5% | +47.9% | +24.6% |
| All | +18.4% | -30.4% | +48.8% | +24.6% |
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