+67.0%
MAR vs LEN
-26.2%
+93.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.5% | -3.4% | +2.9% | +0.5% |
| 30D | -4.7% | -5.7% | +1.0% | -3.1% |
| 3M | -15.6% | -12.2% | -3.4% | -12.6% |
| 6M | +1.2% | -18.3% | +19.5% | +6.7% |
| YTD | +7.5% | -20.2% | +27.7% | +13.9% |
| 1Y | +26.6% | -40.1% | +66.7% | +45.2% |
| All | +67.0% | -26.2% | +93.2% | +71.0% |
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