+14.2%
LEN vs JAAA
+29.3%
-15.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -3.2% | +0.2% | -3.4% | -3.4% |
| 30D | -4.9% | +0.5% | -5.4% | -5.6% |
| 3M | -8.5% | +1.3% | -9.8% | -10.1% |
| 6M | -20.7% | +2.7% | -23.3% | -23.5% |
| YTD | -17.4% | +3.2% | -20.6% | -20.9% |
| 1Y | -38.2% | +4.9% | -43.2% | -42.3% |
| 3Y | -24.9% | +19.0% | -43.9% | -37.8% |
| 5Y | -11.4% | +26.8% | -38.3% | -32.1% |
| All | +14.2% | +29.3% | -15.1% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling