+157.2%
LEN vs ACM
+230.8%
-73.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.8% |
| 7D | -3.2% | -3.7% | +0.6% | -1.0% |
| 30D | -4.9% | -11.1% | +6.2% | +1.0% |
| 3M | -8.5% | -8.0% | -0.5% | -4.9% |
| 6M | -20.7% | -29.7% | +9.0% | -4.1% |
| YTD | -17.4% | -29.4% | +12.0% | -1.8% |
| 1Y | -38.2% | -46.4% | +8.2% | -14.4% |
| 3Y | -24.9% | -22.3% | -2.5% | -18.3% |
| 5Y | -11.4% | +4.5% | -15.9% | -20.9% |
| 10Y | +110.0% | +127.6% | -17.6% | +4.3% |
| All | +157.2% | +230.8% | -73.6% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling