-4.6%
LEN vs ALC
-11.2%
+6.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.0% |
| 7D | +2.1% | +4.9% | -2.8% | -0.3% |
| 30D | +16.6% | +19.0% | -2.4% | +6.9% |
| 3M | +5.3% | +7.8% | -2.5% | +1.4% |
| 6M | -0.8% | +14.6% | -15.3% | -7.4% |
| YTD | -11.7% | -4.4% | -7.3% | -10.8% |
| 1Y | -24.6% | +1.4% | -26.0% | -26.2% |
| 3Y | -18.7% | +2.5% | -21.2% | -23.3% |
| All | -4.6% | -11.2% | +6.6% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling