+639.9%
LYB vs LEN
+393.6%
+246.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +1.0% |
| 7D | -0.7% | -7.8% | +7.0% | +2.3% |
| 30D | +1.5% | -11.0% | +12.6% | +5.9% |
| 3M | -0.3% | -12.8% | +12.5% | +3.5% |
| 6M | +0.1% | -20.2% | +20.2% | +5.7% |
| YTD | +53.4% | -23.0% | +76.5% | +64.0% |
| 1Y | +25.6% | -41.8% | +67.5% | +50.1% |
| 3Y | -21.3% | -28.8% | +7.5% | -16.1% |
| 5Y | -2.4% | -12.6% | +10.2% | -9.3% |
| 10Y | +48.8% | +101.7% | -53.0% | -13.8% |
| All | +639.9% | +393.6% | +246.3% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling