+11,047.5%
LEN vs ALK
+770.6%
+10,277.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | +2.1% | +9.0% | -7.0% | -1.1% |
| 30D | +16.6% | -1.6% | +18.2% | +17.3% |
| 3M | +5.3% | -23.2% | +28.5% | +16.0% |
| 6M | -0.8% | -3.9% | +3.1% | -0.2% |
| YTD | -11.7% | -22.6% | +10.8% | -5.4% |
| 1Y | -24.6% | -5.3% | -19.3% | -25.3% |
| 3Y | -18.7% | +18.6% | -37.2% | -31.4% |
| 5Y | -4.4% | -34.4% | +30.0% | -1.3% |
| 10Y | +152.2% | -40.8% | +193.0% | +137.2% |
| All | +11,047.5% | +770.6% | +10,277.0% | +3,089.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling