-38.9%
LEN vs AS
+137.8%
-176.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.5% | -5.0% |
| 7D | +0.7% | +4.5% | -3.8% | -0.2% |
| 30D | +13.0% | +13.2% | -0.2% | +10.2% |
| 3M | +1.9% | -11.9% | +13.8% | +4.3% |
| 6M | -0.7% | -11.6% | +10.9% | +1.5% |
| YTD | -13.8% | -14.7% | +0.9% | -11.8% |
| 1Y | -28.1% | +5.7% | -33.8% | -29.1% |
| All | -38.9% | +137.8% | -176.7% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling