+169.1%
LEN vs ALM
+3,507.4%
-3,338.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.3% | -3.1% |
| 7D | +2.1% | -6.7% | +8.7% | +2.1% |
| 30D | +16.6% | -32.9% | +49.5% | +16.8% |
| 3M | +5.3% | -39.5% | +44.8% | +5.5% |
| 6M | -0.8% | -62.0% | +61.2% | -0.4% |
| YTD | -11.7% | -7.8% | -3.9% | -11.8% |
| 1Y | -24.6% | +26.7% | -51.3% | -24.8% |
| 3Y | -18.7% | +825.4% | -844.0% | -19.7% |
| 5Y | -4.4% | +401.2% | -405.7% | -5.6% |
| 10Y | +152.2% | +2,074.0% | -1,921.8% | +147.4% |
| All | +169.1% | +3,507.4% | -3,338.3% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling