+26.4%
MAR vs LEN
-42.7%
+69.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.4% |
| 7D | -2.1% | -7.8% | +5.7% | +0.5% |
| 30D | -5.7% | -11.0% | +5.4% | -2.1% |
| 3M | -14.6% | -12.8% | -1.8% | -11.2% |
| 6M | +1.3% | -20.2% | +21.5% | +8.3% |
| YTD | +6.7% | -23.0% | +29.7% | +15.2% |
| 1Y | +26.4% | -41.8% | +68.3% | +48.1% |
| All | +26.4% | -42.7% | +69.2% | +48.1% |
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