-16.7%
LEN vs TLN
+563.3%
-580.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.2% | -4.0% | +3.0% |
| 7D | +0.6% | +9.1% | -8.4% | +0.3% |
| 30D | +19.4% | -4.1% | +23.5% | +19.6% |
| 3M | +4.5% | +4.4% | +0.1% | +4.1% |
| 6M | +4.9% | -6.0% | +10.9% | +4.7% |
| YTD | -8.9% | -3.1% | -5.8% | -9.4% |
| 1Y | -23.0% | -6.1% | -16.9% | -23.3% |
| 3Y | -16.7% | +575.3% | -592.0% | -34.9% |
| All | -16.7% | +563.3% | -580.0% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling