-23.2%
LEN vs S
+16.9%
-40.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -3.2% | -7.7% | +4.5% | -2.2% |
| 30D | -4.9% | -5.3% | +0.4% | -4.5% |
| 3M | -8.5% | +20.3% | -28.8% | -11.4% |
| 6M | -20.7% | +47.4% | -68.0% | -26.1% |
| YTD | -17.4% | +32.5% | -49.9% | -22.0% |
| 1Y | -38.2% | +9.5% | -47.8% | -40.0% |
| All | -23.2% | +16.9% | -40.2% | -32.4% |
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