+191.0%
JBL vs LEN
-26.2%
+217.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +4.0% | -3.4% | +7.4% | +4.8% |
| 30D | -7.5% | -5.7% | -1.8% | -6.3% |
| 3M | -14.1% | -12.2% | -1.8% | -11.8% |
| 6M | +25.9% | -18.3% | +44.2% | +30.7% |
| YTD | +36.7% | -20.2% | +56.9% | +41.9% |
| 1Y | +49.0% | -40.1% | +89.1% | +64.0% |
| All | +191.0% | -26.2% | +217.2% | +173.2% |
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 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