-4.2%
JD vs LEN
-22.2%
+18.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | -1.7% | -3.2% | +1.5% | -1.0% |
| 30D | -13.2% | -4.9% | -8.3% | -12.4% |
| 3M | -3.2% | -8.5% | +5.3% | -1.8% |
| 6M | +15.2% | -20.7% | +35.9% | +20.9% |
| YTD | +2.0% | -17.4% | +19.4% | +5.1% |
| 1Y | -5.4% | -38.2% | +32.9% | +6.1% |
| All | -4.2% | -22.2% | +18.0% | -10.5% |
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