-32.6%
MOD vs LEN
-21.9%
-10.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +7.1% | -28.5% | -22.8% |
| 7D | -31.3% | +10.5% | -41.8% | -33.5% |
| 30D | -46.1% | +24.6% | -70.8% | -50.5% |
| 3M | -51.1% | +6.6% | -57.8% | -52.0% |
| 6M | -62.1% | +10.6% | -72.7% | -63.6% |
| YTD | -26.2% | -8.3% | -17.9% | -23.9% |
| 1Y | -32.6% | -22.5% | -10.0% | -25.2% |
| All | -32.6% | -21.9% | -10.7% | -25.2% |
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 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