-18.7%
LEN vs ALC
+2.3%
-20.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.1% |
| 7D | +2.1% | +4.9% | -2.8% | -0.1% |
| 30D | +16.6% | +19.0% | -2.4% | +7.9% |
| 3M | +5.3% | +7.8% | -2.5% | +1.8% |
| 6M | -0.8% | +14.6% | -15.3% | -6.6% |
| YTD | -11.7% | -4.4% | -7.3% | -11.1% |
| 1Y | -24.6% | +1.4% | -26.0% | -26.2% |
| 3Y | -18.7% | +2.5% | -21.2% | -22.1% |
| All | -18.7% | +2.3% | -20.9% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling