+47.6%
ON vs LEN
-21.9%
+69.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.1% | -9.0% | -3.7% |
| 7D | -5.8% | +10.5% | -16.3% | -8.8% |
| 30D | -17.1% | +24.6% | -41.7% | -23.1% |
| 3M | -11.8% | +6.6% | -18.4% | -13.9% |
| 6M | -30.2% | +10.6% | -40.8% | -33.2% |
| YTD | +31.6% | -8.3% | +39.9% | +35.2% |
| 1Y | +47.6% | -22.5% | +70.1% | +64.7% |
| All | +47.6% | -21.9% | +69.4% | +64.7% |
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