-41.5%
LEN vs AS
+120.4%
-161.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.8% |
| 7D | -3.2% | -4.9% | +1.7% | -2.2% |
| 30D | -4.9% | -19.6% | +14.7% | -0.7% |
| 3M | -8.5% | -14.4% | +5.9% | -5.7% |
| 6M | -20.7% | -20.1% | -0.5% | -17.4% |
| YTD | -17.4% | -20.9% | +3.5% | -14.1% |
| 1Y | -38.2% | -21.9% | -16.4% | -35.8% |
| All | -41.5% | +120.4% | -161.9% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling