-37.5%
LEN vs AS
+134.9%
-172.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | +2.1% | +6.9% | -4.9% | +0.7% |
| 30D | +16.6% | +16.0% | +0.6% | +13.1% |
| 3M | +5.3% | -12.8% | +18.2% | +8.1% |
| 6M | -0.8% | -15.4% | +14.6% | +2.3% |
| YTD | -11.7% | -15.7% | +4.0% | -9.5% |
| 1Y | -24.6% | +6.1% | -30.7% | -25.7% |
| All | -37.5% | +134.9% | -172.3% | -46.0% |
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