+162.2%
LEN vs ALK
-37.5%
+199.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.1% | -3.9% | +0.7% |
| 7D | +0.6% | +8.9% | -8.3% | -2.4% |
| 30D | +19.4% | +5.9% | +13.5% | +16.9% |
| 3M | +4.5% | -16.5% | +21.1% | +11.1% |
| 6M | +4.9% | +2.1% | +2.8% | +3.3% |
| YTD | -8.9% | -17.1% | +8.2% | -5.2% |
| 1Y | -23.0% | -2.9% | -20.1% | -24.4% |
| 3Y | -16.7% | +24.5% | -41.2% | -31.4% |
| 5Y | -4.5% | -29.1% | +24.7% | -4.6% |
| 10Y | +162.2% | -39.1% | +201.3% | +110.5% |
| All | +162.2% | -37.5% | +199.6% | +110.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling