-26.9%
LEN vs USFR
+14.0%
-40.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -3.4% | +0.1% | -3.4% | -3.3% |
| 30D | -5.7% | +0.3% | -5.9% | -5.3% |
| 3M | -12.2% | +1.0% | -13.2% | -11.2% |
| 6M | -18.3% | +1.9% | -20.2% | -17.0% |
| YTD | -20.2% | +2.7% | -22.9% | -18.3% |
| 1Y | -40.1% | +4.0% | -44.0% | -38.3% |
| All | -26.9% | +14.0% | -40.9% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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