-25.6%
LEN vs RUN
-7.3%
-18.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -5.8% | -13.5% | +7.7% | -4.3% |
| 30D | +13.7% | +18.3% | -4.6% | +11.4% |
| 3M | -3.9% | -12.5% | +8.6% | -3.0% |
| 6M | -0.4% | -40.3% | +39.9% | +4.0% |
| YTD | -16.8% | -53.1% | +36.3% | -12.7% |
| 1Y | -29.5% | -54.3% | +24.8% | -26.0% |
| 3Y | -25.6% | -6.5% | -19.1% | -36.4% |
| All | -25.6% | -7.3% | -18.3% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling