+36.7%
LIN vs LEN
-25.9%
+62.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +2.1% | -5.8% | +7.9% | +2.9% |
| 30D | +6.8% | +13.7% | -6.9% | +4.8% |
| 3M | +10.4% | -3.9% | +14.2% | +10.7% |
| 6M | +3.2% | -0.4% | +3.5% | +2.7% |
| YTD | +24.6% | -16.8% | +41.4% | +26.7% |
| 1Y | +24.4% | -29.5% | +53.9% | +29.6% |
| 3Y | +36.7% | -25.6% | +62.3% | +44.4% |
| All | +36.7% | -25.9% | +62.6% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling