-22.5%
LEN vs MTB
+27.0%
-49.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.2% | +5.9% | +6.3% |
| 7D | +10.5% | +2.0% | +8.5% | +9.1% |
| 30D | +24.6% | +2.9% | +21.7% | +22.5% |
| 3M | +6.6% | -10.7% | +17.3% | +14.5% |
| 6M | +10.6% | +6.3% | +4.3% | +5.6% |
| YTD | -8.3% | +13.8% | -22.1% | -22.0% |
| 1Y | -22.5% | +27.7% | -50.3% | -45.0% |
| All | -22.5% | +27.0% | -49.5% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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