-26.5%
LEN vs RVTY
+16.6%
-43.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.4% | -2.9% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -8.9% | +10.8% | -19.7% | -12.6% |
| 3M | -10.9% | +26.8% | -37.7% | -19.2% |
| 6M | -19.7% | +39.3% | -59.0% | -30.2% |
| YTD | -20.6% | +31.6% | -52.2% | -30.0% |
| 1Y | -42.4% | +47.7% | -90.1% | -51.6% |
| 3Y | -26.5% | +19.9% | -46.5% | -34.6% |
| All | -26.5% | +16.6% | -43.2% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling