-22.5%
LEN vs IRE
-97.6%
+75.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -23.2% | +30.3% | +7.1% |
| 7D | +10.5% | -46.8% | +57.3% | +10.9% |
| 30D | +24.6% | -75.5% | +100.2% | +26.5% |
| 3M | +6.6% | -79.4% | +86.0% | +8.2% |
| 6M | +10.6% | -91.3% | +101.9% | +13.4% |
| YTD | -8.3% | -90.8% | +82.5% | -6.6% |
| 1Y | -22.5% | -97.7% | +75.2% | -21.1% |
| All | -22.5% | -97.6% | +75.0% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling