-22.5%
LEN vs WETO
-99.3%
+76.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +11.4% | -4.3% | +7.1% |
| 7D | +10.5% | +3.6% | +6.9% | +10.5% |
| 30D | +24.6% | -17.2% | +41.9% | +24.5% |
| 3M | +6.6% | -83.7% | +90.3% | +6.7% |
| 6M | +10.6% | -98.3% | +108.9% | +12.0% |
| YTD | -8.3% | -99.0% | +90.7% | -6.9% |
| 1Y | -22.5% | -99.4% | +76.8% | -16.5% |
| All | -22.5% | -99.3% | +76.8% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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