+15.9%
MS vs LEN
-22.9%
+38.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.2% | -0.1% | +2.7% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | -0.9% | +19.4% | -20.4% | -3.4% |
| 3M | -13.0% | +4.5% | -17.5% | -13.4% |
| 6M | -2.0% | +4.9% | -6.9% | -2.8% |
| YTD | +7.8% | -8.9% | +16.7% | +7.0% |
| All | +15.9% | -22.9% | +38.8% | +18.4% |
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