-26.5%
LEN vs IRM
+101.2%
-127.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.2% | -3.6% |
| 7D | -2.9% | +1.6% | -4.5% | -3.4% |
| 30D | -8.9% | -4.2% | -4.7% | -7.8% |
| 3M | -10.9% | -5.4% | -5.5% | -9.6% |
| 6M | -19.7% | +12.0% | -31.7% | -23.3% |
| YTD | -20.6% | +42.0% | -62.6% | -30.3% |
| 1Y | -42.4% | +29.9% | -72.3% | -48.5% |
| 3Y | -26.5% | +104.4% | -130.9% | -55.3% |
| All | -26.5% | +101.2% | -127.8% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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