+186.2%
LEN vs ALLE
+260.9%
-74.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 3M | -8.5% | +21.0% | -29.5% | -19.9% |
| 6M | -20.7% | +1.1% | -21.8% | -21.8% |
| YTD | -17.4% | -0.5% | -16.9% | -18.2% |
| 1Y | -38.2% | -7.3% | -31.0% | -35.8% |
| 3Y | -24.9% | +42.3% | -67.1% | -41.9% |
| 5Y | -11.4% | +13.5% | -24.9% | -22.0% |
| 10Y | +110.0% | +144.0% | -34.0% | +12.6% |
| All | +186.2% | +260.9% | -74.7% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling