-4.6%
LEN vs ALK
-34.8%
+30.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | +2.1% | +9.0% | -7.0% | -0.8% |
| 30D | +16.6% | -1.6% | +18.2% | +17.1% |
| 3M | +5.3% | -23.2% | +28.5% | +14.4% |
| 6M | -0.8% | -3.9% | +3.1% | -0.1% |
| YTD | -11.7% | -22.6% | +10.8% | -6.6% |
| 1Y | -24.6% | -5.3% | -19.3% | -25.3% |
| 3Y | -18.7% | +18.6% | -37.2% | -33.9% |
| All | -4.6% | -34.8% | +30.2% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling