-1.5%
LEN vs S
-49.1%
+47.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | +0.7% | +1.4% | -0.7% | +0.4% |
| 30D | +13.0% | -10.8% | +23.8% | +14.6% |
| 3M | +1.9% | +5.4% | -3.5% | 0.0% |
| 6M | -0.7% | +41.2% | -41.9% | -7.6% |
| YTD | -13.8% | +56.2% | -70.0% | -21.9% |
| 1Y | -28.1% | +36.3% | -64.4% | -33.4% |
| 3Y | -22.8% | +49.4% | -72.3% | -32.4% |
| 5Y | -7.4% | -66.9% | +59.5% | -7.4% |
| All | -1.5% | -49.1% | +47.5% | +0.2% |
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