-33.3%
LEN vs IRE
-98.1%
+64.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.4% | +14.4% | +0.1% |
| 7D | -5.8% | -31.8% | +26.1% | -5.7% |
| 30D | +13.7% | -71.8% | +85.5% | +14.5% |
| 3M | -3.9% | -88.9% | +85.0% | -2.0% |
| 6M | -0.4% | -95.4% | +95.0% | +2.2% |
| YTD | -16.8% | -94.2% | +77.4% | -15.3% |
| 1Y | -29.5% | -97.1% | +67.6% | -28.5% |
| All | -33.3% | -98.1% | +64.8% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling