-22.5%
LEN vs RRC
+44.7%
-67.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.5% | +10.6% | +6.7% |
| 7D | +10.5% | -6.8% | +17.2% | +9.8% |
| 30D | +24.6% | +34.7% | -10.1% | +28.3% |
| 3M | +6.6% | +31.5% | -24.9% | +9.8% |
| 6M | +10.6% | +21.8% | -11.1% | +13.6% |
| YTD | -8.3% | +48.9% | -57.2% | -5.3% |
| 1Y | -22.5% | +42.1% | -64.6% | -17.8% |
| All | -22.5% | +44.7% | -67.2% | -17.8% |
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