-26.9%
LEN vs JAAA
+18.9%
-45.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.4% |
| 7D | -3.4% | +0.1% | -3.5% | -3.6% |
| 30D | -5.7% | +0.5% | -6.1% | -6.9% |
| 3M | -12.2% | +1.2% | -13.5% | -15.3% |
| 6M | -18.3% | +2.7% | -21.0% | -24.2% |
| YTD | -20.2% | +3.2% | -23.4% | -27.0% |
| 1Y | -40.1% | +4.8% | -44.9% | -47.6% |
| All | -26.9% | +18.9% | -45.8% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling