-38.2%
LEN vs BG
+50.1%
-88.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.9% |
| 7D | -3.2% | +2.8% | -6.0% | -3.6% |
| 30D | -4.9% | +12.0% | -16.9% | -6.7% |
| 3M | -8.5% | -7.7% | -0.8% | -6.5% |
| 6M | -20.7% | +4.5% | -25.1% | -23.1% |
| YTD | -17.4% | +35.7% | -53.1% | -29.2% |
| 1Y | -38.2% | +50.1% | -88.3% | -48.6% |
| All | -38.2% | +50.1% | -88.3% | -48.6% |
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