+16.1%
JPM vs LEN
-21.9%
+37.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.9% | +3.3% |
| 7D | +3.8% | +10.5% | -6.7% | +2.6% |
| 30D | +6.5% | +24.6% | -18.2% | +3.7% |
| 3M | -1.0% | +6.6% | -7.7% | -1.7% |
| 6M | +15.5% | +10.6% | +4.9% | +13.6% |
| YTD | +11.4% | -8.3% | +19.7% | +9.8% |
| 1Y | +16.1% | -22.5% | +38.6% | +17.3% |
| All | +16.1% | -21.9% | +37.9% | +17.3% |
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