-29.6%
LEN vs RRC
+38.2%
-67.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.2% |
| 7D | -6.4% | -0.5% | -5.9% | -6.3% |
| 30D | +15.6% | +25.2% | -9.6% | +18.5% |
| 3M | -0.8% | +27.8% | -28.6% | +2.0% |
| 6M | +0.4% | +27.2% | -26.9% | +3.6% |
| YTD | -14.1% | +48.2% | -62.3% | -10.5% |
| 1Y | -29.6% | +34.7% | -64.3% | -24.4% |
| All | -29.6% | +38.2% | -67.8% | -24.4% |
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