-22.5%
LEN vs BEN
+56.2%
-78.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.7% | +2.4% | +5.2% |
| 7D | +10.5% | +6.7% | +3.7% | +7.7% |
| 30D | +24.6% | +3.0% | +21.6% | +23.0% |
| 3M | +6.6% | -4.3% | +11.0% | +8.1% |
| 6M | +10.6% | +16.4% | -5.7% | +3.2% |
| YTD | -8.3% | +46.8% | -55.1% | -23.5% |
| 1Y | -22.5% | +57.3% | -79.9% | -37.9% |
| All | -22.5% | +56.2% | -78.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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