+74.8%
LEN vs REPL
-6.0%
+80.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | -3.2% | -3.0% | -0.2% | -3.1% |
| 30D | -4.9% | +27.1% | -32.0% | -5.8% |
| 3M | -8.5% | +52.4% | -60.9% | -11.3% |
| 6M | -20.7% | +107.4% | -128.1% | -27.1% |
| YTD | -17.4% | +54.7% | -72.1% | -23.2% |
| 1Y | -38.2% | +158.9% | -197.1% | -45.8% |
| 3Y | -24.9% | -23.7% | -1.1% | -37.0% |
| 5Y | -11.4% | -54.3% | +42.9% | -23.6% |
| All | +74.8% | -6.0% | +80.8% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling