-21.0%
LEN vs RY
+154.9%
-175.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -3.2% | +3.1% | -6.3% | -5.1% |
| 30D | -4.9% | -0.3% | -4.6% | -4.8% |
| 3M | -8.5% | +8.7% | -17.2% | -13.5% |
| 6M | -20.7% | +28.5% | -49.2% | -32.5% |
| YTD | -17.4% | +25.1% | -42.5% | -28.8% |
| 1Y | -38.2% | +46.3% | -84.5% | -52.1% |
| All | -21.0% | +154.9% | -175.9% | -61.4% |
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