-10.9%
LEN vs ACM
+4.8%
-15.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.5% |
| 7D | -2.9% | -0.3% | -2.6% | -2.7% |
| 30D | -8.9% | -12.9% | +4.1% | -3.2% |
| 3M | -10.9% | -6.4% | -4.5% | -8.7% |
| 6M | -19.7% | -29.2% | +9.6% | -6.1% |
| YTD | -20.6% | -29.9% | +9.4% | -7.8% |
| 1Y | -42.4% | -47.3% | +4.8% | -22.8% |
| 3Y | -26.5% | -19.6% | -6.9% | -26.0% |
| 5Y | -10.9% | +5.5% | -16.5% | -23.6% |
| All | -10.9% | +4.8% | -15.7% | -23.6% |
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