+70.7%
MA vs LEN
-25.9%
+96.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | -5.8% | +7.1% | +2.0% |
| 30D | +9.6% | +13.7% | -4.1% | +8.0% |
| 3M | +16.8% | -3.9% | +20.6% | +17.1% |
| 6M | +35.2% | -0.4% | +35.6% | +34.7% |
| YTD | +16.6% | -16.8% | +33.4% | +18.2% |
| 1Y | +19.8% | -29.5% | +49.3% | +24.7% |
| 3Y | +70.7% | -25.6% | +96.3% | +73.6% |
| All | +70.7% | -25.9% | +96.6% | +73.6% |
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 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