+9.5%
OMC vs LEN
-26.2%
+35.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.6% |
| 7D | -4.2% | -3.4% | -0.9% | -3.4% |
| 30D | -7.5% | -5.7% | -1.8% | -6.1% |
| 3M | +4.6% | -12.2% | +16.9% | +7.7% |
| 6M | -4.8% | -18.3% | +13.4% | -0.4% |
| YTD | -1.0% | -20.2% | +19.2% | +2.7% |
| 1Y | +3.8% | -40.1% | +43.9% | +17.6% |
| All | +9.5% | -26.2% | +35.7% | +11.4% |
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 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