-5.6%
LEN vs S
-56.8%
+51.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -3.2% | -7.7% | +4.5% | -2.0% |
| 30D | -4.9% | -5.3% | +0.4% | -4.4% |
| 3M | -8.5% | +20.3% | -28.8% | -11.9% |
| 6M | -20.7% | +47.4% | -68.0% | -26.7% |
| YTD | -17.4% | +32.5% | -49.9% | -22.7% |
| 1Y | -38.2% | +9.5% | -47.8% | -40.4% |
| 3Y | -24.9% | +15.5% | -40.4% | -31.0% |
| 5Y | -11.4% | -71.2% | +59.8% | -9.4% |
| All | -5.6% | -56.8% | +51.2% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling