-25.6%
LEN vs RY
+160.3%
-185.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -5.8% | +0.6% | -6.4% | -6.1% |
| 30D | +13.7% | +5.0% | +8.7% | +10.4% |
| 3M | -3.9% | -5.3% | +1.4% | -0.6% |
| 6M | -0.4% | +13.8% | -14.2% | -8.4% |
| YTD | -16.8% | +21.0% | -37.8% | -26.5% |
| 1Y | -29.5% | +40.5% | -70.0% | -43.4% |
| 3Y | -25.6% | +159.7% | -185.2% | -62.7% |
| All | -25.6% | +160.3% | -185.9% | -62.7% |
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