+143.7%
LEN vs ALM
+2,040.7%
-1,897.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -7.2% | +1.9% | -5.1% |
| 7D | +0.7% | -6.3% | +7.0% | +0.9% |
| 30D | +13.0% | -31.4% | +44.4% | +14.4% |
| 3M | +1.9% | -40.6% | +42.5% | +3.4% |
| 6M | -0.7% | -58.6% | +57.9% | +1.6% |
| YTD | -13.8% | -7.6% | -6.2% | -14.3% |
| 1Y | -28.1% | +13.8% | -41.9% | -29.1% |
| 3Y | -22.8% | +842.1% | -865.0% | -31.6% |
| 5Y | -7.4% | +407.4% | -414.8% | -17.0% |
| 10Y | +143.7% | +2,079.4% | -1,935.7% | +103.2% |
| All | +143.7% | +2,040.7% | -1,897.0% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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