+30.0%
LIN vs LEN
-24.6%
+54.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.8% |
| 7D | -2.1% | -3.2% | +1.1% | -1.7% |
| 30D | -2.4% | -4.9% | +2.5% | -1.8% |
| 3M | -5.6% | -8.5% | +2.9% | -4.6% |
| 6M | -3.4% | -20.7% | +17.3% | -0.4% |
| YTD | +13.1% | -17.4% | +30.5% | +15.6% |
| 1Y | +2.5% | -38.2% | +40.7% | +9.5% |
| All | +30.0% | -24.6% | +54.7% | +25.8% |
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