-38.2%
LEN vs RVTY
+57.1%
-95.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.2% | +1.1% | -4.3% | -3.6% |
| 30D | -4.9% | +13.2% | -18.1% | -9.5% |
| 3M | -8.5% | +27.2% | -35.7% | -17.3% |
| 6M | -20.7% | +32.4% | -53.1% | -30.2% |
| YTD | -17.4% | +34.9% | -52.3% | -29.3% |
| 1Y | -38.2% | +52.4% | -90.6% | -49.5% |
| All | -38.2% | +57.1% | -95.3% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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