-18.7%
LEN vs ALLE
+88.9%
-107.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.4% |
| 7D | +2.1% | -0.6% | +2.6% | +2.6% |
| 30D | +16.6% | +25.3% | -8.8% | -0.5% |
| 3M | +5.3% | +10.3% | -5.0% | -1.7% |
| 6M | -0.8% | +38.0% | -38.8% | -21.3% |
| YTD | -11.7% | +17.8% | -29.5% | -22.8% |
| 1Y | -24.6% | +13.6% | -38.2% | -32.2% |
| 3Y | -18.7% | +89.2% | -107.9% | -50.3% |
| All | -18.7% | +88.9% | -107.6% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling