+49.8%
LLY vs LEN
-42.7%
+92.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.3% |
| 7D | -3.2% | -7.8% | +4.6% | -2.3% |
| 30D | -7.4% | -11.0% | +3.6% | -6.3% |
| 3M | -1.0% | -12.8% | +11.7% | +0.4% |
| 6M | +12.5% | -20.2% | +32.7% | +15.0% |
| YTD | +5.0% | -23.0% | +28.0% | +7.4% |
| 1Y | +49.8% | -41.8% | +91.6% | +65.3% |
| All | +49.8% | -42.7% | +92.5% | +65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling