-38.2%
LEN vs RUN
-46.2%
+7.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -3.2% | +1.3% | -4.4% | -3.3% |
| 30D | -4.9% | -15.3% | +10.4% | -3.7% |
| 3M | -8.5% | -40.0% | +31.5% | -5.6% |
| 6M | -20.7% | -27.0% | +6.3% | -18.9% |
| YTD | -17.4% | -51.7% | +34.3% | -15.9% |
| 1Y | -38.2% | -45.9% | +7.6% | -37.7% |
| All | -38.2% | -46.2% | +7.9% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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