+94.5%
MO vs LEN
-28.8%
+123.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.9% | +1.5% |
| 7D | -1.0% | -7.8% | +6.7% | -0.7% |
| 30D | +5.8% | -11.0% | +16.8% | +6.3% |
| 3M | -4.5% | -12.8% | +8.3% | -4.1% |
| 6M | +5.7% | -20.2% | +25.9% | +6.7% |
| YTD | +23.1% | -23.0% | +46.1% | +24.4% |
| 1Y | +10.9% | -41.8% | +52.7% | +13.1% |
| All | +94.5% | -28.8% | +123.3% | +97.0% |
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