-23.2%
LEN vs IBB
+68.6%
-91.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -3.2% | +1.4% | -4.6% | -4.1% |
| 30D | -4.9% | +10.5% | -15.4% | -11.2% |
| 3M | -8.5% | +23.6% | -32.1% | -21.0% |
| 6M | -20.7% | +22.6% | -43.3% | -31.3% |
| YTD | -17.4% | +25.7% | -43.1% | -30.2% |
| 1Y | -38.2% | +51.4% | -89.6% | -54.7% |
| All | -23.2% | +68.6% | -91.8% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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