-38.2%
LEN vs HIG
+5.1%
-43.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.8% |
| 7D | -3.2% | +0.3% | -3.5% | -3.2% |
| 30D | -4.9% | -3.2% | -1.7% | -4.2% |
| 3M | -8.5% | +9.1% | -17.6% | -11.3% |
| 6M | -20.7% | -1.8% | -18.9% | -20.0% |
| YTD | -17.4% | +1.8% | -19.2% | -17.8% |
| 1Y | -38.2% | +4.6% | -42.8% | -39.8% |
| All | -38.2% | +5.1% | -43.3% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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