-28.1%
LEN vs AS
+6.1%
-34.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.5% | -4.7% |
| 7D | +0.7% | +4.5% | -3.8% | -0.7% |
| 30D | +13.0% | +13.2% | -0.2% | +8.6% |
| 3M | +1.9% | -11.9% | +13.8% | +6.1% |
| 6M | -0.7% | -11.6% | +10.9% | +2.8% |
| YTD | -13.8% | -14.7% | +0.9% | -12.4% |
| 1Y | -28.1% | +5.7% | -33.8% | -27.3% |
| All | -28.1% | +6.1% | -34.1% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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