-3.6%
LEN vs BOXX
+18.4%
-22.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -7.8% | 0.0% | -7.8% | -7.7% |
| 30D | -11.0% | +0.3% | -11.3% | -11.0% |
| 3M | -12.8% | +1.0% | -13.8% | -12.7% |
| 6M | -20.2% | +1.9% | -22.1% | -20.0% |
| YTD | -23.0% | +2.6% | -25.7% | -22.6% |
| 1Y | -41.8% | +4.0% | -45.8% | -40.8% |
| 3Y | -28.8% | +14.6% | -43.4% | +0.1% |
| All | -3.6% | +18.4% | -22.0% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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