-22.5%
LEN vs RNG
+179.4%
-201.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.3% | +7.1% |
| 7D | +10.5% | -9.6% | +20.0% | +11.0% |
| 30D | +24.6% | -1.4% | +26.0% | +24.5% |
| 3M | +6.6% | +28.8% | -22.1% | +5.2% |
| 6M | +10.6% | +65.6% | -54.9% | +8.1% |
| YTD | -8.3% | +171.4% | -179.7% | -12.4% |
| 1Y | -22.5% | +185.3% | -207.8% | -30.8% |
| All | -22.5% | +179.4% | -201.9% | -30.8% |
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