-10.4%
LEN vs ACM
+5.0%
-15.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -3.2% | -3.7% | +0.6% | -1.4% |
| 30D | -4.9% | -11.1% | +6.2% | 0.0% |
| 3M | -8.5% | -8.0% | -0.5% | -5.5% |
| 6M | -20.7% | -29.7% | +9.0% | -6.9% |
| YTD | -17.4% | -29.4% | +12.0% | -4.5% |
| 1Y | -38.2% | -46.4% | +8.2% | -17.9% |
| 3Y | -24.9% | -22.3% | -2.5% | -22.5% |
| All | -10.4% | +5.0% | -15.4% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling