+23.9%
OMC vs LEN
-21.9%
+45.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.1% | -1.9% | +4.2% |
| 7D | +12.5% | +10.5% | +2.1% | +11.1% |
| 30D | +16.3% | +24.6% | -8.4% | +13.5% |
| 3M | +8.1% | +6.6% | +1.4% | +6.7% |
| 6M | +17.2% | +10.6% | +6.5% | +15.6% |
| YTD | +11.8% | -8.3% | +20.1% | +6.4% |
| 1Y | +23.9% | -22.5% | +46.5% | +18.4% |
| All | +23.9% | -21.9% | +45.8% | +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