-26.9%
LEN vs MTB
+112.6%
-139.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -3.4% | +1.1% | -4.4% | -3.8% |
| 30D | -5.7% | -4.6% | -1.0% | -3.7% |
| 3M | -12.2% | +6.3% | -18.5% | -14.6% |
| 6M | -18.3% | +15.6% | -33.9% | -23.3% |
| YTD | -20.2% | +20.6% | -40.8% | -26.7% |
| 1Y | -40.1% | +22.5% | -62.6% | -45.4% |
| All | -26.9% | +112.6% | -139.4% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling