-40.1%
LEN vs ALM
+312.4%
-352.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.9% |
| 3M | -12.2% | +14.8% | -27.0% | -13.3% |
| 6M | -18.3% | -7.0% | -11.3% | -19.3% |
| YTD | -20.2% | +108.1% | -128.3% | -19.2% |
| 1Y | -40.1% | +313.8% | -353.8% | -34.0% |
| All | -40.1% | +312.4% | -352.4% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling