-18.7%
LEN vs REPL
+48.4%
-67.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.0% | -11.1% | -3.0% |
| 7D | +2.1% | +22.8% | -20.7% | +2.3% |
| 30D | +16.6% | +63.8% | -47.2% | +17.3% |
| 3M | +5.3% | +68.1% | -62.8% | +6.0% |
| 6M | -0.8% | +528.5% | -529.3% | +1.9% |
| YTD | -11.7% | +122.4% | -134.2% | -9.6% |
| 1Y | -24.6% | +154.4% | -179.0% | -22.6% |
| 3Y | -18.7% | +68.0% | -86.7% | -18.4% |
| All | -18.7% | +48.4% | -67.1% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling