+91.2%
LEN vs ALC
+30.4%
+60.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.8% |
| 7D | -5.8% | -1.1% | -4.7% | -5.2% |
| 30D | +13.7% | +16.0% | -2.3% | +4.8% |
| 3M | -3.9% | +0.8% | -4.7% | -4.2% |
| 6M | -0.4% | +16.8% | -17.2% | -8.9% |
| YTD | -16.8% | -5.5% | -11.4% | -15.4% |
| 1Y | -29.5% | -5.3% | -24.2% | -28.3% |
| 3Y | -25.6% | +4.1% | -29.7% | -30.9% |
| 5Y | -13.2% | -7.1% | -6.2% | -15.1% |
| All | +91.2% | +30.4% | +60.8% | +29.3% |
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