-25.6%
LEN vs RNG
+179.0%
-204.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -5.8% | +4.6% | -10.4% | -6.3% |
| 30D | +13.7% | +0.4% | +13.3% | +13.3% |
| 3M | -3.9% | +11.4% | -15.3% | -5.5% |
| 6M | -0.4% | +95.7% | -96.0% | -9.6% |
| YTD | -16.8% | +162.9% | -179.7% | -29.9% |
| 1Y | -29.5% | +180.3% | -209.8% | -41.4% |
| 3Y | -25.6% | +188.3% | -213.9% | -39.4% |
| All | -25.6% | +179.0% | -204.6% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling