-22.5%
LEN vs RRX
+30.0%
-52.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.6% | +10.7% | +7.7% |
| 7D | +10.5% | +7.6% | +2.8% | +8.5% |
| 30D | +24.6% | +7.5% | +17.1% | +22.2% |
| 3M | +6.6% | -21.0% | +27.7% | +12.5% |
| 6M | +10.6% | -18.1% | +28.7% | +14.1% |
| YTD | -8.3% | +24.3% | -32.6% | -18.6% |
| 1Y | -22.5% | +29.3% | -51.8% | -32.7% |
| All | -22.5% | +30.0% | -52.5% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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