-18.7%
LEN vs RY
+155.6%
-174.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.3% |
| 7D | +2.1% | -0.9% | +3.0% | +2.8% |
| 30D | +16.6% | +5.9% | +10.7% | +12.6% |
| 3M | +5.3% | -4.3% | +9.6% | +8.1% |
| 6M | -0.8% | +12.1% | -12.9% | -7.9% |
| YTD | -11.7% | +20.3% | -32.0% | -21.7% |
| 1Y | -24.6% | +41.0% | -65.6% | -39.6% |
| 3Y | -18.7% | +157.5% | -176.2% | -58.6% |
| All | -18.7% | +155.6% | -174.3% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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