-35.5%
LEN vs AS
+142.2%
-177.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +2.5% |
| 7D | +0.6% | +5.8% | -5.2% | -0.5% |
| 30D | +19.4% | +15.4% | +4.1% | +15.9% |
| 3M | +4.5% | -11.9% | +16.4% | +7.0% |
| 6M | +4.9% | -9.9% | +14.8% | +6.8% |
| YTD | -8.9% | -13.1% | +4.2% | -7.2% |
| 1Y | -23.0% | +9.9% | -32.9% | -24.6% |
| All | -35.5% | +142.2% | -177.7% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling