-26.9%
LEN vs RNG
+122.1%
-148.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -3.4% | -4.1% | +0.7% | -2.9% |
| 30D | -5.7% | +8.6% | -14.3% | -6.7% |
| 3M | -12.2% | +78.0% | -90.2% | -19.0% |
| 6M | -18.3% | +67.0% | -85.3% | -24.7% |
| YTD | -20.2% | +142.4% | -162.6% | -32.1% |
| 1Y | -40.1% | +120.4% | -160.5% | -48.2% |
| All | -26.9% | +122.1% | -148.9% | -38.8% |
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 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