+162.2%
LEN vs ACM
+147.1%
+15.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.2% | -2.0% | +0.5% |
| 7D | +0.6% | +6.9% | -6.3% | -2.8% |
| 30D | +19.4% | +19.1% | +0.4% | +9.2% |
| 3M | +4.5% | -6.9% | +11.5% | +7.6% |
| 6M | +4.9% | -12.0% | +16.9% | +10.5% |
| YTD | -8.9% | -25.1% | +16.2% | +3.1% |
| 1Y | -23.0% | -45.4% | +22.4% | +2.8% |
| 3Y | -16.7% | -6.9% | -9.8% | -19.2% |
| 5Y | -4.5% | +3.7% | -8.2% | -13.6% |
| 10Y | +162.2% | +135.8% | +26.4% | +48.1% |
| All | +162.2% | +147.1% | +15.0% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling