+106.6%
LEN vs ALK
-35.2%
+141.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.6% |
| 7D | -3.2% | -0.7% | -2.5% | -3.0% |
| 30D | -4.9% | -19.2% | +14.3% | +2.3% |
| 3M | -8.5% | -1.5% | -7.0% | -8.4% |
| 6M | -20.7% | -13.1% | -7.6% | -18.0% |
| YTD | -17.4% | -16.4% | -1.0% | -14.2% |
| 1Y | -38.2% | -33.1% | -5.2% | -31.2% |
| 3Y | -24.9% | +0.6% | -25.5% | -32.6% |
| 5Y | -11.4% | -26.4% | +14.9% | -13.0% |
| All | +106.6% | -35.2% | +141.8% | +68.7% |
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