+168.4%
LEN vs ACM
+252.7%
-84.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.7% |
| 7D | +0.7% | +6.6% | -5.9% | -3.1% |
| 30D | +13.0% | +19.8% | -6.8% | +1.7% |
| 3M | +1.9% | -3.1% | +5.0% | +2.8% |
| 6M | -0.7% | -11.5% | +10.8% | +4.7% |
| YTD | -13.8% | -24.7% | +10.9% | -1.4% |
| 1Y | -28.1% | -45.1% | +17.0% | -1.5% |
| 3Y | -22.8% | -8.9% | -14.0% | -23.8% |
| 5Y | -7.4% | +5.4% | -12.8% | -17.2% |
| 10Y | +143.7% | +131.1% | +12.6% | +21.2% |
| All | +168.4% | +252.7% | -84.4% | -7.0% |
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