+109.1%
LEN vs ACM
+124.8%
-15.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +2.0% |
| 7D | -3.4% | -3.7% | +0.3% | -1.5% |
| 30D | -5.7% | -12.7% | +7.0% | +0.3% |
| 3M | -12.2% | -9.8% | -2.4% | -8.3% |
| 6M | -18.3% | -31.4% | +13.1% | -2.3% |
| YTD | -20.2% | -32.1% | +11.9% | -5.2% |
| 1Y | -40.1% | -47.8% | +7.7% | -19.0% |
| 3Y | -26.2% | -22.1% | -4.1% | -21.2% |
| 5Y | -9.8% | +1.8% | -11.6% | -17.7% |
| 10Y | +109.1% | +132.5% | -23.4% | +26.8% |
| All | +109.1% | +124.8% | -15.6% | +26.8% |
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