+47.0%
LLY vs LEN
-22.9%
+69.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.2% | +1.1% | +3.8% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +19.7% | +19.4% | +0.3% | +16.6% |
| 3M | +19.3% | +4.5% | +14.7% | +17.8% |
| 6M | +49.3% | +4.9% | +44.4% | +47.5% |
| YTD | +32.0% | -8.9% | +40.9% | +31.5% |
| All | +47.0% | -22.9% | +69.9% | +53.9% |
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