-29.5%
LEN vs AS
-3.7%
-25.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.3% |
| 7D | -5.8% | -4.9% | -0.9% | -4.1% |
| 30D | +13.7% | +3.9% | +9.8% | +12.5% |
| 3M | -3.9% | -9.6% | +5.7% | -0.6% |
| 6M | -0.4% | -8.7% | +8.3% | +2.7% |
| YTD | -16.8% | -19.8% | +3.0% | -13.6% |
| 1Y | -29.5% | -1.5% | -27.9% | -26.8% |
| All | -29.5% | -3.7% | -25.8% | -26.8% |
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