-26.5%
LEN vs TLN
+494.5%
-521.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.8% | -6.6% | -4.0% |
| 7D | -2.9% | +10.9% | -13.8% | -3.4% |
| 30D | -8.9% | -6.3% | -2.5% | -8.6% |
| 3M | -10.9% | -10.7% | -0.2% | -10.5% |
| 6M | -19.7% | +1.6% | -21.3% | -19.8% |
| YTD | -20.6% | -13.1% | -7.5% | -20.4% |
| 1Y | -42.4% | -15.1% | -27.4% | -42.4% |
| 3Y | -26.5% | +495.0% | -521.6% | -42.4% |
| All | -26.5% | +494.5% | -521.0% | -42.4% |
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