+146.2%
LEN vs ALLE
+212.2%
-65.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.0% |
| 7D | -6.4% | -0.8% | -5.5% | -5.8% |
| 30D | +15.6% | +27.4% | -11.7% | -2.1% |
| 3M | -0.8% | +13.8% | -14.6% | -9.2% |
| 6M | +0.4% | +45.5% | -45.1% | -22.9% |
| YTD | -14.1% | +21.4% | -35.5% | -25.9% |
| 1Y | -29.6% | +15.4% | -45.0% | -37.0% |
| 3Y | -23.1% | +91.7% | -114.8% | -52.1% |
| 5Y | -8.9% | +54.5% | -63.4% | -35.2% |
| 10Y | +146.2% | +210.5% | -64.3% | +20.0% |
| All | +146.2% | +212.2% | -65.9% | +20.0% |
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