-10.9%
LEN vs A
-14.2%
+3.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.2% | -2.5% |
| 7D | -2.9% | -2.1% | -0.8% | -1.8% |
| 30D | -8.9% | +0.6% | -9.5% | -9.3% |
| 3M | -10.9% | +10.9% | -21.8% | -15.8% |
| 6M | -19.7% | +28.2% | -47.8% | -30.6% |
| YTD | -20.6% | +8.6% | -29.2% | -24.9% |
| 1Y | -42.4% | +15.5% | -58.0% | -47.5% |
| 3Y | -26.5% | +31.8% | -58.3% | -40.1% |
| 5Y | -10.9% | -14.9% | +3.9% | -9.8% |
| All | -10.9% | -14.2% | +3.3% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling