+1,474.8%
LEN vs A
+566.3%
+908.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +2.0% |
| 7D | +0.6% | +4.8% | -4.1% | -1.2% |
| 30D | +19.4% | +5.6% | +13.8% | +16.6% |
| 3M | +4.5% | +23.6% | -19.1% | -4.1% |
| 6M | +4.9% | +56.4% | -51.4% | -12.7% |
| YTD | -8.9% | +33.4% | -42.3% | -19.7% |
| 1Y | -23.0% | +23.7% | -46.7% | -30.0% |
| 3Y | -16.7% | +71.0% | -87.7% | -34.0% |
| 5Y | -4.5% | +16.8% | -21.3% | -13.2% |
| 10Y | +162.2% | +323.8% | -161.6% | +49.2% |
| All | +1,474.8% | +566.3% | +908.5% | +515.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling