+29.6%
KEY vs LEN
-21.9%
+51.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.1% | -5.6% | +0.3% |
| 7D | +1.7% | +10.5% | -8.8% | -0.1% |
| 30D | +6.8% | +24.6% | -17.9% | +2.8% |
| 3M | -5.8% | +6.6% | -12.4% | -7.0% |
| 6M | +1.4% | +10.6% | -9.2% | -0.8% |
| YTD | +7.5% | -8.3% | +15.8% | +6.1% |
| 1Y | +29.6% | -22.5% | +52.1% | +30.8% |
| All | +29.6% | -21.9% | +51.5% | +30.8% |
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