-0.4%
LEN vs MTB
+7.5%
-7.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.5% |
| 7D | -5.8% | +1.5% | -7.3% | -6.8% |
| 30D | +13.7% | +2.3% | +11.4% | +12.3% |
| 3M | -3.9% | -12.1% | +8.3% | +4.5% |
| 6M | -0.4% | +9.8% | -10.2% | -13.1% |
| All | -0.4% | +7.5% | -7.9% | -13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling