+109.1%
LEN vs ALM
+3,082.3%
-2,973.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.6% |
| 7D | -3.4% | +3.6% | -7.0% | -3.5% |
| 30D | -5.7% | +33.8% | -39.4% | -6.7% |
| 3M | -12.2% | +14.8% | -27.0% | -13.0% |
| 6M | -18.3% | -7.0% | -11.3% | -18.7% |
| YTD | -20.2% | +108.1% | -128.3% | -22.6% |
| 1Y | -40.1% | +313.8% | -353.8% | -43.4% |
| 3Y | -26.2% | +2,227.6% | -2,253.8% | -36.4% |
| 5Y | -9.8% | +956.6% | -966.5% | -20.8% |
| 10Y | +109.1% | +3,082.3% | -2,973.1% | +76.9% |
| All | +109.1% | +3,082.3% | -2,973.1% | +76.9% |
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