-27.4%
ON vs LEN
-25.9%
-1.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.8% | -0.6% | -2.5% |
| 7D | -2.2% | -2.9% | +0.7% | -0.7% |
| 30D | -12.4% | -8.9% | -3.6% | -8.6% |
| 3M | -41.2% | -10.9% | -30.3% | -38.4% |
| 6M | +25.0% | -19.7% | +44.6% | +37.8% |
| YTD | +31.3% | -20.6% | +51.8% | +44.5% |
| 1Y | +45.4% | -42.4% | +87.8% | +90.4% |
| 3Y | -27.4% | -26.5% | -0.9% | -24.4% |
| All | -27.4% | -25.9% | -1.5% | -24.4% |
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