+30.3%
O vs LEN
-25.9%
+56.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.5% | +0.3% |
| 7D | -0.6% | -2.9% | +2.3% | 0.0% |
| 30D | -2.0% | -8.9% | +6.9% | -0.4% |
| 3M | +3.0% | -10.9% | +13.9% | +4.8% |
| 6M | -3.6% | -19.7% | +16.0% | -0.2% |
| YTD | +12.1% | -20.6% | +32.6% | +15.9% |
| 1Y | +8.9% | -42.4% | +51.3% | +20.2% |
| 3Y | +30.3% | -26.5% | +56.9% | +23.0% |
| All | +30.3% | -25.9% | +56.3% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling