-26.9%
LEN vs RUN
-37.3%
+10.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.0% | +1.0% |
| 7D | -3.4% | -1.8% | -1.6% | -3.2% |
| 30D | -5.7% | -10.8% | +5.2% | -4.6% |
| 3M | -12.2% | -30.2% | +17.9% | -9.2% |
| 6M | -18.3% | -22.3% | +4.1% | -16.8% |
| YTD | -20.2% | -52.2% | +32.0% | -16.0% |
| 1Y | -40.1% | -45.1% | +5.0% | -38.5% |
| All | -26.9% | -37.3% | +10.4% | -36.9% |
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