-26.9%
LEN vs IBN
+25.8%
-52.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | -3.4% | -5.1% | +1.7% | -1.5% |
| 30D | -5.7% | -3.5% | -2.1% | -4.5% |
| 3M | -12.2% | +11.3% | -23.5% | -15.6% |
| 6M | -18.3% | +4.4% | -22.7% | -19.9% |
| YTD | -20.2% | -1.8% | -18.4% | -20.5% |
| 1Y | -40.1% | -8.0% | -32.1% | -39.2% |
| All | -26.9% | +25.8% | -52.7% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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