+49.5%
JBL vs LEN
-37.1%
+86.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.7% |
| 7D | +3.0% | -3.2% | +6.2% | +3.6% |
| 30D | -8.3% | -4.9% | -3.4% | -7.5% |
| 3M | -16.9% | -8.5% | -8.4% | -15.6% |
| 6M | +21.8% | -20.7% | +42.4% | +22.0% |
| YTD | +36.3% | -17.4% | +53.7% | +37.7% |
| 1Y | +49.5% | -38.2% | +87.8% | +44.3% |
| All | +49.5% | -37.1% | +86.6% | +44.3% |
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