+18.7%
LHX vs LEN
-11.2%
+29.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.4% |
| 7D | -4.3% | -4.8% | +0.5% | -3.7% |
| 30D | -15.1% | -6.6% | -8.6% | -14.5% |
| 3M | -21.0% | -15.7% | -5.3% | -19.4% |
| 6M | -32.0% | -16.6% | -15.4% | -30.7% |
| YTD | -15.3% | -21.3% | +6.0% | -13.2% |
| 1Y | -11.1% | -42.0% | +31.0% | -5.5% |
| 3Y | +54.0% | -27.9% | +81.9% | +55.7% |
| All | +18.7% | -11.2% | +29.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 5y: compounded portfolio wealth divided by compounded LEN 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…
5y analysis · Full analysis span regression · 6 months rolling