-38.2%
LEN vs RNG
+144.7%
-183.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.8% |
| 7D | -3.2% | +5.8% | -9.0% | -3.5% |
| 30D | -4.9% | +19.6% | -24.5% | -5.7% |
| 3M | -8.5% | +67.0% | -75.5% | -10.6% |
| 6M | -20.7% | +88.4% | -109.0% | -23.2% |
| YTD | -17.4% | +155.5% | -172.9% | -22.1% |
| 1Y | -38.2% | +141.7% | -179.9% | -41.9% |
| All | -38.2% | +144.7% | -183.0% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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