-43.0%
LEN vs AHR
+357.7%
-400.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -3.4% | -4.3% | +1.0% | -2.2% |
| 30D | -5.7% | -3.1% | -2.6% | -5.0% |
| 3M | -12.2% | +15.7% | -27.9% | -16.0% |
| 6M | -18.3% | +4.1% | -22.4% | -19.5% |
| YTD | -20.2% | +15.4% | -35.6% | -23.9% |
| 1Y | -40.1% | +28.0% | -68.0% | -44.9% |
| All | -43.0% | +357.7% | -400.7% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling