-25.6%
LEN vs INDA
+16.8%
-42.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | -5.8% | +1.1% | -6.9% | -6.5% |
| 30D | +13.7% | +9.4% | +4.3% | +7.5% |
| 3M | -3.9% | +2.9% | -6.8% | -5.7% |
| 6M | -0.4% | +7.2% | -7.6% | -4.5% |
| YTD | -16.8% | -4.8% | -12.0% | -15.8% |
| 1Y | -29.5% | -5.1% | -24.4% | -28.5% |
| 3Y | -25.6% | +16.7% | -42.3% | -39.2% |
| All | -25.6% | +16.8% | -42.4% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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