-24.6%
LEN vs ALK
-6.6%
-18.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.4% |
| 7D | +2.1% | +9.0% | -7.0% | -1.3% |
| 30D | +16.6% | -1.6% | +18.2% | +16.9% |
| 3M | +5.3% | -23.2% | +28.5% | +15.1% |
| 6M | -0.8% | -3.9% | +3.1% | 0.0% |
| YTD | -11.7% | -22.6% | +10.8% | -10.1% |
| 1Y | -24.6% | -5.3% | -19.3% | -28.5% |
| All | -24.6% | -6.6% | -18.0% | -28.5% |
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 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