-21.0%
LEN vs M
+117.7%
-138.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.6% |
| 7D | -3.2% | +4.7% | -7.9% | -4.2% |
| 30D | -4.9% | -9.6% | +4.8% | -2.8% |
| 3M | -8.5% | +0.9% | -9.3% | -8.7% |
| 6M | -20.7% | +22.3% | -42.9% | -23.9% |
| YTD | -17.4% | +6.5% | -23.9% | -19.0% |
| 1Y | -38.2% | +38.8% | -77.0% | -42.4% |
| All | -21.0% | +117.7% | -138.7% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling