-36.3%
LEN vs IRE
-82.8%
+46.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +10.2% | -14.1% | -4.0% |
| 7D | -2.9% | +58.9% | -61.8% | -3.6% |
| 30D | -8.9% | +17.2% | -26.0% | -9.2% |
| 3M | -10.9% | -58.6% | +47.7% | -10.0% |
| 6M | -19.7% | -23.5% | +3.8% | -19.7% |
| YTD | -20.6% | -47.4% | +26.8% | -20.7% |
| All | -36.3% | -82.8% | +46.5% | -36.8% |
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