-22.5%
LEN vs RL
+34.3%
-56.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.5% | +2.6% | +5.1% |
| 7D | +10.5% | +5.8% | +4.7% | +7.8% |
| 30D | +24.6% | +12.7% | +11.9% | +18.4% |
| 3M | +6.6% | +9.3% | -2.7% | +2.0% |
| 6M | +10.6% | +16.9% | -6.3% | +2.5% |
| YTD | -8.3% | +17.5% | -25.8% | -16.8% |
| 1Y | -22.5% | +34.6% | -57.2% | -37.3% |
| All | -22.5% | +34.3% | -56.9% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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