+28.1%
IYR vs LEN
-28.8%
+57.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | 0.0% |
| 7D | -2.8% | -7.8% | +4.9% | -0.8% |
| 30D | -2.5% | -11.0% | +8.5% | +0.4% |
| 3M | -3.0% | -12.8% | +9.8% | +0.1% |
| 6M | +1.6% | -20.2% | +21.8% | +7.1% |
| YTD | +7.3% | -23.0% | +30.3% | +13.5% |
| 1Y | +5.6% | -41.8% | +47.4% | +21.3% |
| All | +28.1% | -28.8% | +57.0% | +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 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