+143.7%
LLY vs LEN
-17.6%
+161.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +16.7% |
| 3M | +19.3% | +4.5% | +14.7% | +18.1% |
| 6M | +49.3% | +4.9% | +44.4% | +47.6% |
| YTD | +32.0% | -8.9% | +40.9% | +32.3% |
| 1Y | +53.7% | -23.0% | +76.7% | +57.8% |
| 3Y | +143.7% | -16.7% | +160.5% | +141.3% |
| All | +143.7% | -17.6% | +161.4% | +141.3% |
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 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