-31.8%
LVS vs LEN
-21.9%
-9.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.1% | -0.6% | +5.4% |
| 7D | +13.4% | +10.5% | +2.9% | +11.7% |
| 30D | +12.2% | +24.6% | -12.5% | +8.6% |
| 3M | -10.7% | +6.6% | -17.4% | -11.7% |
| 6M | -19.8% | +10.6% | -30.5% | -21.3% |
| YTD | -35.8% | -8.3% | -27.5% | -35.9% |
| 1Y | -31.8% | -22.5% | -9.3% | -29.6% |
| All | -31.8% | -21.9% | -9.9% | -29.6% |
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