-28.1%
LEN vs ACM
-45.8%
+17.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | +0.7% | +6.6% | -5.9% | -1.2% |
| 30D | +13.0% | +19.8% | -6.8% | +7.6% |
| 3M | +1.9% | -3.1% | +5.0% | +1.3% |
| 6M | -0.7% | -11.5% | +10.8% | -0.4% |
| YTD | -13.8% | -24.7% | +10.9% | -12.0% |
| 1Y | -28.1% | -45.1% | +17.0% | -27.3% |
| All | -28.1% | -45.8% | +17.7% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling