+7.3%
LNT vs LEN
-41.0%
+48.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | -1.0% | -4.8% | +3.7% | -0.7% |
| 30D | -4.2% | -6.6% | +2.3% | -3.7% |
| 3M | -6.7% | -15.7% | +9.0% | -5.5% |
| 6M | -3.6% | -16.6% | +13.1% | -2.3% |
| YTD | +5.9% | -21.3% | +27.2% | +7.9% |
| 1Y | +7.3% | -42.0% | +49.3% | +11.1% |
| All | +7.3% | -41.0% | +48.2% | +11.1% |
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