-26.5%
LEN vs RRC
+32.7%
-59.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.6% | -3.8% |
| 7D | -2.9% | -1.2% | -1.7% | -2.8% |
| 30D | -8.9% | +9.4% | -18.3% | -9.0% |
| 3M | -10.9% | +7.4% | -18.3% | -11.0% |
| 6M | -19.7% | +1.5% | -21.1% | -19.7% |
| YTD | -20.6% | +19.4% | -40.0% | -21.6% |
| 1Y | -42.4% | +24.2% | -66.7% | -43.4% |
| 3Y | -26.5% | +32.8% | -59.3% | -29.6% |
| All | -26.5% | +32.7% | -59.3% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling