-29.5%
LEN vs A
+17.3%
-46.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -5.8% | -0.5% | -5.3% | -5.6% |
| 30D | +13.7% | 0.0% | +13.7% | +13.4% |
| 3M | -3.9% | +16.7% | -20.6% | -9.9% |
| 6M | -0.4% | +54.8% | -55.2% | -16.8% |
| YTD | -16.8% | +28.8% | -45.6% | -22.2% |
| 1Y | -29.5% | +19.3% | -48.8% | -27.1% |
| All | -29.5% | +17.3% | -46.8% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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