-38.2%
LEN vs RRC
+23.4%
-61.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.1% |
| 7D | -3.2% | +1.3% | -4.5% | -3.0% |
| 30D | -4.9% | +10.1% | -15.0% | -3.7% |
| 3M | -8.5% | +4.0% | -12.5% | -7.6% |
| 6M | -20.7% | +1.6% | -22.2% | -19.9% |
| YTD | -17.4% | +19.7% | -37.1% | -16.8% |
| 1Y | -38.2% | +21.4% | -59.7% | -38.8% |
| All | -38.2% | +23.4% | -61.6% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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