+151.8%
LEN vs ALM
+7,705.7%
-7,553.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | -3.2% | -2.6% | -0.6% | -3.2% |
| 30D | -4.9% | +32.0% | -36.9% | -5.0% |
| 3M | -8.5% | -15.0% | +6.5% | -8.5% |
| 6M | -20.7% | -10.1% | -10.5% | -20.7% |
| YTD | -17.4% | +99.4% | -116.8% | -17.7% |
| 1Y | -38.2% | +316.4% | -354.6% | -38.7% |
| 3Y | -24.9% | +2,022.0% | -2,046.9% | -26.1% |
| 5Y | -11.4% | +941.2% | -952.6% | -12.8% |
| 10Y | +110.0% | +2,950.3% | -2,840.3% | +105.5% |
| All | +151.8% | +7,705.7% | -7,553.9% | +140.2% |
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