-43.8%
LEN vs AHR
+356.1%
-399.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.4% |
| 7D | -4.8% | -2.1% | -2.7% | -4.2% |
| 30D | -6.6% | +1.9% | -8.5% | -7.1% |
| 3M | -15.7% | +15.7% | -31.3% | -19.2% |
| 6M | -16.6% | +2.5% | -19.2% | -17.5% |
| YTD | -21.3% | +15.0% | -36.4% | -24.9% |
| 1Y | -42.0% | +28.1% | -70.1% | -46.7% |
| All | -43.8% | +356.1% | -399.9% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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