+3.3%
MSFT vs LEN
-28.8%
+32.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -6.2% | -6.4% | +0.1% | -6.4% |
| 30D | -3.7% | +15.6% | -19.3% | -2.9% |
| 3M | +3.6% | -0.8% | +4.4% | +3.6% |
| 6M | +26.8% | +0.4% | +26.4% | +27.0% |
| YTD | +8.4% | -14.1% | +22.6% | +5.4% |
| 1Y | +3.3% | -29.6% | +32.9% | -2.4% |
| All | +3.3% | -28.8% | +32.1% | -2.4% |
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