+145.5%
MO vs LEN
-25.9%
+171.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.3% | -5.8% | +9.1% | +3.6% |
| 30D | +7.5% | +13.7% | -6.2% | +6.9% |
| 3M | +22.8% | -3.9% | +26.6% | +22.8% |
| 6M | +13.4% | -0.4% | +13.7% | +13.1% |
| YTD | +43.0% | -16.8% | +59.8% | +43.8% |
| 1Y | +45.2% | -29.5% | +74.7% | +46.8% |
| 3Y | +145.5% | -25.6% | +171.1% | +152.2% |
| All | +145.5% | -25.9% | +171.4% | +152.2% |
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