-22.5%
LEN vs MKTX
+5.4%
-27.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | +10.5% | +0.5% | +10.0% | +10.5% |
| 30D | +24.6% | +1.0% | +23.7% | +24.7% |
| 3M | +6.6% | +2.5% | +4.1% | +6.8% |
| 6M | +10.6% | +8.0% | +2.6% | +10.1% |
| YTD | -8.3% | -7.3% | -1.0% | -9.2% |
| 1Y | -22.5% | +4.7% | -27.2% | -20.8% |
| All | -22.5% | +5.4% | -27.9% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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