-13.3%
LEN vs ALLE
+52.7%
-66.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.8% |
| 7D | -8.7% | +1.6% | -10.3% | -9.7% |
| 30D | +11.6% | +24.1% | -12.5% | -4.5% |
| 3M | -1.3% | +14.8% | -16.1% | -10.7% |
| 6M | -1.4% | +45.9% | -47.3% | -25.4% |
| YTD | -16.9% | +20.7% | -37.6% | -28.6% |
| 1Y | -31.2% | +14.2% | -45.3% | -38.3% |
| 3Y | -25.6% | +90.7% | -116.3% | -55.2% |
| 5Y | -13.3% | +50.6% | -63.8% | -37.9% |
| All | -13.3% | +52.7% | -66.0% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling