+22.5%
MA vs LEN
-21.9%
+44.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.1% | -3.1% | +3.3% |
| 7D | +10.2% | +10.5% | -0.3% | +9.4% |
| 30D | +19.3% | +24.6% | -5.3% | +17.7% |
| 3M | +18.0% | +6.6% | +11.3% | +17.2% |
| 6M | +33.7% | +10.6% | +23.1% | +32.3% |
| YTD | +18.6% | -8.3% | +26.9% | +17.1% |
| 1Y | +22.5% | -22.5% | +45.0% | +25.7% |
| All | +22.5% | -21.9% | +44.4% | +25.7% |
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