-18.7%
LEN vs M
+100.8%
-119.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.5% | -2.0% |
| 7D | +2.1% | -4.3% | +6.3% | +3.2% |
| 30D | +16.6% | +1.3% | +15.3% | +16.3% |
| 3M | +5.3% | -7.4% | +12.7% | +7.1% |
| 6M | -0.8% | +18.3% | -19.1% | -4.3% |
| YTD | -11.7% | +7.6% | -19.3% | -13.6% |
| 1Y | -24.6% | +17.4% | -42.0% | -27.5% |
| 3Y | -18.7% | +108.4% | -127.0% | -31.1% |
| All | -18.7% | +100.8% | -119.5% | -31.1% |
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