-22.5%
LEN vs ALK
-1.1%
-21.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.8% | -1.7% | +3.6% |
| 7D | +10.5% | +12.4% | -1.9% | +5.5% |
| 30D | +24.6% | +2.1% | +22.6% | +23.3% |
| 3M | +6.6% | -23.9% | +30.5% | +16.8% |
| 6M | +10.6% | +8.2% | +2.4% | +7.5% |
| YTD | -8.3% | -20.5% | +12.2% | -7.6% |
| 1Y | -22.5% | -1.0% | -21.5% | -29.6% |
| All | -22.5% | -1.1% | -21.4% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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