-26.5%
LEN vs ALM
+2,327.9%
-2,354.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +8.8% | -12.7% | -4.1% |
| 7D | -2.9% | +8.4% | -11.3% | -3.1% |
| 30D | -8.9% | +34.8% | -43.7% | -9.6% |
| 3M | -10.9% | +16.2% | -27.1% | -11.6% |
| 6M | -19.7% | +2.1% | -21.8% | -20.2% |
| YTD | -20.6% | +117.0% | -137.6% | -21.6% |
| 1Y | -42.4% | +313.9% | -356.3% | -43.8% |
| 3Y | -26.5% | +2,327.9% | -2,354.5% | -34.5% |
| All | -26.5% | +2,327.9% | -2,354.5% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling