+132.3%
LEN vs ALM
+1,942.8%
-1,810.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -3.0% |
| 7D | -8.7% | -4.0% | -4.7% | -8.6% |
| 30D | +11.6% | -30.5% | +42.1% | +12.9% |
| 3M | -1.3% | -46.9% | +45.6% | +0.6% |
| 6M | -1.4% | -65.5% | +64.1% | +1.6% |
| YTD | -16.9% | -13.4% | -3.5% | -17.1% |
| 1Y | -31.2% | +9.8% | -40.9% | -32.0% |
| 3Y | -25.6% | +783.1% | -808.7% | -33.9% |
| 5Y | -13.3% | +378.3% | -391.6% | -22.2% |
| All | +132.3% | +1,942.8% | -1,810.5% | +94.1% |
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