-21.0%
LEN vs ALLE
+42.6%
-63.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.7% |
| 7D | -3.2% | -0.2% | -3.0% | -3.0% |
| 30D | -4.9% | -6.8% | +1.9% | -0.1% |
| 3M | -8.5% | +21.0% | -29.5% | -20.4% |
| 6M | -20.7% | +1.1% | -21.8% | -21.8% |
| YTD | -17.4% | -0.5% | -16.9% | -18.6% |
| 1Y | -38.2% | -7.3% | -31.0% | -36.0% |
| All | -21.0% | +42.6% | -63.5% | -44.6% |
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 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