-22.5%
LEN vs ADVB
-76.7%
+54.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.5% | +11.6% | +7.0% |
| 7D | +10.5% | -29.5% | +40.0% | +9.7% |
| 30D | +24.6% | -66.9% | +91.5% | +22.3% |
| 3M | +6.6% | -73.7% | +80.3% | +4.4% |
| 6M | +10.6% | -64.8% | +75.4% | +11.0% |
| YTD | -8.3% | -64.0% | +55.7% | -4.8% |
| 1Y | -22.5% | -77.0% | +54.5% | -17.1% |
| All | -22.5% | -76.7% | +54.1% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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