-26.9%
LEN vs MDY
+48.7%
-75.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +1.6% |
| 7D | -3.4% | -0.8% | -2.6% | -2.6% |
| 30D | -5.7% | -3.9% | -1.8% | -1.7% |
| 3M | -12.2% | 0.0% | -12.2% | -12.0% |
| 6M | -18.3% | +8.5% | -26.8% | -24.3% |
| YTD | -20.2% | +13.2% | -33.4% | -29.3% |
| 1Y | -40.1% | +15.0% | -55.1% | -47.8% |
| All | -26.9% | +48.7% | -75.5% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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