-21.0%
LEN vs ALK
+2.1%
-23.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.4% |
| 7D | -3.2% | -0.7% | -2.5% | -3.0% |
| 30D | -4.9% | -19.2% | +14.3% | +0.7% |
| 3M | -8.5% | -1.5% | -7.0% | -8.2% |
| 6M | -20.7% | -13.1% | -7.6% | -18.9% |
| YTD | -17.4% | -16.4% | -1.0% | -15.4% |
| 1Y | -38.2% | -33.1% | -5.2% | -33.9% |
| All | -21.0% | +2.1% | -23.1% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling