-41.8%
LEN vs RRC
+24.3%
-66.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.9% | -3.5% |
| 7D | -7.8% | -1.2% | -6.6% | -7.9% |
| 30D | -11.0% | +3.0% | -14.0% | -10.7% |
| 3M | -12.8% | +7.3% | -20.1% | -11.8% |
| 6M | -20.2% | +3.6% | -23.8% | -19.6% |
| YTD | -23.0% | +19.4% | -42.4% | -22.6% |
| 1Y | -41.8% | +21.4% | -63.2% | -42.4% |
| All | -41.8% | +24.3% | -66.1% | -42.4% |
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