-0.5%
MSFT vs LEN
-41.8%
+41.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.4% |
| 7D | -1.0% | -3.4% | +2.3% | -1.2% |
| 30D | -2.7% | -5.7% | +3.0% | -3.0% |
| 3M | +22.1% | -12.2% | +34.3% | +21.0% |
| 6M | +20.6% | -18.3% | +38.9% | +17.9% |
| YTD | +2.3% | -20.2% | +22.5% | -0.7% |
| 1Y | -0.5% | -40.1% | +39.5% | -5.7% |
| All | -0.5% | -41.8% | +41.2% | -5.7% |
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