+23.7%
JBL vs LEN
-21.9%
+45.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +7.1% | -11.9% | -5.8% |
| 7D | -11.1% | +10.5% | -21.6% | -12.7% |
| 30D | -14.1% | +24.6% | -38.7% | -18.0% |
| 3M | -23.9% | +6.6% | -30.6% | -24.7% |
| 6M | -24.1% | +10.6% | -34.7% | -25.7% |
| YTD | +13.5% | -8.3% | +21.8% | +13.5% |
| 1Y | +23.7% | -22.5% | +46.2% | +24.2% |
| All | +23.7% | -21.9% | +45.6% | +24.2% |
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