+9.8%
LEN vs JAAA
+29.3%
-19.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -8.9% | +0.5% | -9.3% | -9.4% |
| 3M | -10.9% | +1.2% | -12.1% | -12.4% |
| 6M | -19.7% | +2.8% | -22.5% | -22.7% |
| YTD | -20.6% | +3.2% | -23.8% | -24.0% |
| 1Y | -42.4% | +4.8% | -47.3% | -46.1% |
| 3Y | -26.5% | +19.0% | -45.5% | -39.2% |
| 5Y | -10.9% | +26.8% | -37.8% | -31.8% |
| All | +9.8% | +29.3% | -19.5% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded JAAA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling