-26.9%
LEN vs HUBB
+44.4%
-71.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.2% |
| 7D | -3.4% | +1.1% | -4.5% | -3.7% |
| 30D | -5.7% | -9.6% | +4.0% | -2.6% |
| 3M | -12.2% | -6.2% | -6.0% | -10.7% |
| 6M | -18.3% | -6.2% | -12.1% | -17.3% |
| YTD | -20.2% | +3.4% | -23.5% | -22.2% |
| 1Y | -40.1% | +5.3% | -45.4% | -42.2% |
| All | -26.9% | +44.4% | -71.3% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 3y: compounded portfolio wealth divided by compounded HUBB 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…
3y analysis · Full analysis span regression · 6 months rolling