-28.9%
LEN vs M
+25.0%
-53.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -6.4% | -3.3% | -3.0% | -5.2% |
| 30D | +15.6% | +8.1% | +7.6% | +11.7% |
| 3M | -0.8% | +2.2% | -3.0% | -2.2% |
| 6M | +0.4% | +35.1% | -34.8% | -11.6% |
| YTD | -14.1% | +15.8% | -30.0% | -21.1% |
| All | -28.9% | +25.0% | -53.9% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling