-23.2%
LEN vs A
+30.8%
-54.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -3.2% | -1.9% | -1.2% | -2.4% |
| 30D | -4.9% | +6.9% | -11.8% | -7.9% |
| 3M | -8.5% | +9.2% | -17.7% | -12.3% |
| 6M | -20.7% | +25.7% | -46.3% | -29.2% |
| YTD | -17.4% | +11.5% | -28.9% | -22.0% |
| 1Y | -38.2% | +18.4% | -56.6% | -43.2% |
| All | -23.2% | +30.8% | -54.1% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling