-29.1%
LEN vs ADVB
-97.1%
+68.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.0% | -10.3% | -0.3% |
| 7D | -6.4% | +10.5% | -16.8% | -6.3% |
| 30D | +15.6% | -56.0% | +71.7% | +15.5% |
| 3M | -0.8% | -70.1% | +69.4% | -0.9% |
| 6M | +0.4% | -53.7% | +54.1% | +0.1% |
| YTD | -14.1% | -60.3% | +46.1% | -14.1% |
| 1Y | -29.6% | -73.1% | +43.5% | -28.3% |
| All | -29.1% | -97.1% | +68.0% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling