+113.9%
KEY vs LEN
-18.1%
+132.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.4% |
| 7D | -1.3% | +2.1% | -3.3% | -2.0% |
| 30D | +5.1% | +16.6% | -11.4% | 0.0% |
| 3M | -7.1% | +5.3% | -12.4% | -9.2% |
| 6M | -4.4% | -0.8% | -3.6% | -5.1% |
| YTD | +4.0% | -11.7% | +15.8% | +5.9% |
| 1Y | +23.4% | -24.6% | +48.0% | +32.8% |
| 3Y | +113.9% | -18.7% | +132.6% | +57.3% |
| All | +113.9% | -18.1% | +132.0% | +57.3% |
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 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