-31.2%
LEN vs RRC
+35.0%
-66.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.3% |
| 7D | -8.7% | +2.5% | -11.3% | -8.4% |
| 30D | +11.6% | +21.1% | -9.6% | +13.9% |
| 3M | -1.3% | +28.4% | -29.6% | +1.6% |
| 6M | -1.4% | +26.5% | -27.9% | +1.7% |
| YTD | -16.9% | +47.0% | -63.9% | -13.3% |
| 1Y | -31.2% | +35.2% | -66.4% | -26.3% |
| All | -31.2% | +35.0% | -66.2% | -26.3% |
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