+10.5%
MO vs LEN
-37.1%
+47.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.8% |
| 7D | +0.3% | -3.2% | +3.5% | +0.5% |
| 30D | +0.6% | -4.9% | +5.5% | +1.0% |
| 3M | -1.0% | -8.5% | +7.5% | -0.6% |
| 6M | +4.3% | -20.7% | +25.0% | +6.6% |
| YTD | +23.3% | -17.4% | +40.7% | +24.9% |
| 1Y | +10.5% | -38.2% | +48.7% | +13.7% |
| All | +10.5% | -37.1% | +47.6% | +13.7% |
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