-18.7%
LEN vs S
+34.5%
-53.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.3% |
| 7D | +2.1% | -13.4% | +15.5% | +3.6% |
| 30D | +16.6% | -14.0% | +30.6% | +18.3% |
| 3M | +5.3% | +4.9% | +0.4% | +3.7% |
| 6M | -0.8% | +42.0% | -42.8% | -6.6% |
| YTD | -11.7% | +45.1% | -56.9% | -17.8% |
| 1Y | -24.6% | +33.1% | -57.7% | -28.9% |
| 3Y | -18.7% | +40.6% | -59.3% | -30.1% |
| All | -18.7% | +34.5% | -53.1% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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