-22.5%
LEN vs BG
+7.2%
-29.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.4% | +4.7% | +7.0% |
| 7D | +10.5% | -3.8% | +14.2% | +10.6% |
| 30D | +24.6% | -9.6% | +34.3% | +25.2% |
| 3M | +6.6% | -8.5% | +15.2% | +6.1% |
| 6M | +10.6% | -23.0% | +33.7% | +13.7% |
| YTD | -8.3% | +10.9% | -19.2% | -32.8% |
| 1Y | -22.5% | +6.0% | -28.5% | -40.0% |
| All | -22.5% | +7.2% | -29.7% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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