-31.2%
LEN vs REPL
+142.3%
-173.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.2% |
| 7D | -8.7% | +9.8% | -18.5% | -8.6% |
| 30D | +11.6% | +81.5% | -69.9% | +12.6% |
| 3M | -1.3% | +44.2% | -45.5% | -0.7% |
| 6M | -1.4% | +437.4% | -438.8% | +1.7% |
| YTD | -16.9% | +126.1% | -143.0% | -15.4% |
| 1Y | -31.2% | +143.1% | -174.3% | -31.4% |
| All | -31.2% | +142.3% | -173.5% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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