+83.5%
LEN vs ALC
+20.4%
+63.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.1% |
| 7D | -3.4% | -5.3% | +1.9% | -0.3% |
| 30D | -5.7% | -7.1% | +1.4% | -1.6% |
| 3M | -12.2% | +0.8% | -13.0% | -12.7% |
| 6M | -18.3% | -16.0% | -2.3% | -10.7% |
| YTD | -20.2% | -12.7% | -7.5% | -15.1% |
| 1Y | -40.1% | -12.8% | -27.2% | -36.3% |
| 3Y | -26.2% | -15.8% | -10.3% | -22.1% |
| 5Y | -9.8% | -16.7% | +6.8% | -6.2% |
| All | +83.5% | +20.4% | +63.1% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling