-38.2%
LEN vs TLN
-17.2%
-21.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.8% | -1.4% |
| 7D | -3.2% | +7.1% | -10.2% | -3.8% |
| 30D | -4.9% | -3.9% | -1.0% | -4.6% |
| 3M | -8.5% | -16.2% | +7.7% | -7.4% |
| 6M | -20.7% | -5.8% | -14.8% | -20.7% |
| YTD | -17.4% | -15.4% | -2.0% | -17.1% |
| 1Y | -38.2% | -16.7% | -21.6% | -36.8% |
| All | -38.2% | -17.2% | -21.1% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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