-18.8%
LEN vs TLN
+583.6%
-602.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.8% | -1.2% |
| 7D | -3.2% | +7.1% | -10.2% | -3.6% |
| 30D | -4.9% | -3.9% | -1.0% | -4.7% |
| 3M | -8.5% | -16.2% | +7.7% | -7.8% |
| 6M | -20.7% | -5.8% | -14.8% | -20.6% |
| YTD | -17.4% | -15.4% | -2.0% | -17.1% |
| 1Y | -38.2% | -16.7% | -21.6% | -38.1% |
| 3Y | -24.9% | +473.8% | -498.6% | -41.4% |
| All | -18.8% | +583.6% | -602.4% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling