-9.8%
LEN vs HIG
+117.6%
-127.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | -5.7% | -2.8% | -2.8% | -4.5% |
| 3M | -12.2% | +6.3% | -18.6% | -14.9% |
| 6M | -18.3% | -0.1% | -18.2% | -18.6% |
| YTD | -20.2% | +0.4% | -20.6% | -20.8% |
| 1Y | -40.1% | +6.2% | -46.3% | -42.1% |
| 3Y | -26.2% | +101.6% | -127.8% | -48.5% |
| 5Y | -9.8% | +119.8% | -129.7% | -41.6% |
| All | -9.8% | +117.6% | -127.4% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling