-29.3%
LEN vs IRE
-97.2%
+68.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +39.6% | -42.7% | -3.1% |
| 7D | +2.1% | -27.2% | +29.2% | +2.2% |
| 30D | +16.6% | -75.1% | +91.7% | +18.1% |
| 3M | +5.3% | -77.9% | +83.2% | +6.6% |
| 6M | -0.8% | -94.6% | +93.8% | +2.0% |
| YTD | -11.7% | -91.5% | +79.8% | -10.1% |
| 1Y | -24.6% | -97.8% | +73.2% | -23.7% |
| All | -29.3% | -97.2% | +68.0% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling