-22.5%
LEN vs ALC
+4.2%
-26.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.8% | +0.3% | +3.8% |
| 7D | +10.5% | +10.7% | -0.2% | +5.5% |
| 30D | +24.6% | +20.2% | +4.5% | +15.2% |
| 3M | +6.6% | +8.9% | -2.3% | +2.3% |
| 6M | +10.6% | +5.7% | +4.9% | +5.1% |
| YTD | -8.3% | -1.4% | -6.9% | -11.0% |
| 1Y | -22.5% | +4.7% | -27.2% | -29.1% |
| All | -22.5% | +4.2% | -26.7% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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