+100.6%
LEN vs ALLE
+148.2%
-47.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.2% | -3.4% |
| 7D | -2.9% | +2.8% | -5.7% | -4.7% |
| 30D | -8.9% | -7.6% | -1.2% | -3.7% |
| 3M | -10.9% | +22.8% | -33.7% | -23.0% |
| 6M | -19.7% | +4.6% | -24.3% | -22.7% |
| YTD | -20.6% | -1.2% | -19.4% | -21.0% |
| 1Y | -42.4% | -9.1% | -33.3% | -39.3% |
| 3Y | -26.5% | +50.0% | -76.5% | -45.7% |
| 5Y | -10.9% | +15.2% | -26.2% | -22.8% |
| 10Y | +100.6% | +151.1% | -50.5% | +8.6% |
| All | +100.6% | +148.2% | -47.6% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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