-29.6%
LEN vs AS
+2.8%
-32.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.5% |
| 7D | -6.4% | -3.0% | -3.3% | -5.3% |
| 30D | +15.6% | +9.6% | +6.1% | +12.4% |
| 3M | -0.8% | -8.2% | +7.4% | +2.1% |
| 6M | +0.4% | -9.9% | +10.3% | +3.5% |
| YTD | -14.1% | -16.8% | +2.6% | -12.0% |
| 1Y | -29.6% | +3.0% | -32.6% | -28.8% |
| All | -29.6% | +2.8% | -32.4% | -28.8% |
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