+25.3%
MTUM vs LEN
-37.1%
+62.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +1.7% | -3.2% | +4.9% | +2.1% |
| 30D | -1.7% | -4.9% | +3.2% | -1.1% |
| 3M | -6.3% | -8.5% | +2.1% | -5.5% |
| 6M | +21.8% | -20.7% | +42.5% | +22.4% |
| YTD | +22.0% | -17.4% | +39.4% | +22.5% |
| 1Y | +25.3% | -38.2% | +63.6% | +24.9% |
| All | +25.3% | -37.1% | +62.5% | +24.9% |
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