-41.8%
LEN vs TAP
-18.4%
-23.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -7.8% | -5.3% | -2.5% | -4.9% |
| 30D | -11.0% | -7.4% | -3.7% | -7.3% |
| 3M | -12.8% | -4.9% | -7.9% | -10.7% |
| 6M | -20.2% | -14.2% | -6.0% | -13.3% |
| YTD | -23.0% | -14.8% | -8.2% | -16.5% |
| 1Y | -41.8% | -18.1% | -23.7% | -34.1% |
| All | -41.8% | -18.4% | -23.4% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling