-40.1%
LEN vs ALC
-14.0%
-26.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -3.4% | -5.3% | +1.9% | -1.3% |
| 30D | -5.7% | -7.1% | +1.4% | -3.0% |
| 3M | -12.2% | +0.8% | -13.0% | -12.5% |
| 6M | -18.3% | -16.0% | -2.3% | -13.4% |
| YTD | -20.2% | -12.7% | -7.5% | -17.6% |
| 1Y | -40.1% | -12.8% | -27.2% | -38.3% |
| All | -40.1% | -14.0% | -26.1% | -38.3% |
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 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