+48.6%
JBL vs LEN
-41.0%
+89.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.9% | +4.6% |
| 7D | +2.4% | -4.8% | +7.2% | +3.3% |
| 30D | -13.1% | -6.6% | -6.5% | -12.1% |
| 3M | -15.6% | -15.7% | +0.1% | -12.8% |
| 6M | +24.6% | -16.6% | +41.2% | +26.3% |
| YTD | +39.6% | -21.3% | +60.9% | +42.4% |
| 1Y | +48.6% | -42.0% | +90.6% | +40.2% |
| All | +48.6% | -41.0% | +89.6% | +40.2% |
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