-71.4%
OPEN vs LEN
-21.9%
-49.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +7.1% | +6.7% | +8.6% |
| 7D | +3.7% | +10.5% | -6.8% | -3.6% |
| 30D | -14.3% | +24.6% | -38.9% | -26.8% |
| 3M | -51.9% | +6.6% | -58.6% | -54.4% |
| 6M | -61.4% | +10.6% | -72.1% | -64.8% |
| YTD | -66.0% | -8.3% | -57.7% | -64.9% |
| 1Y | -71.4% | -22.5% | -48.9% | -69.2% |
| All | -71.4% | -21.9% | -49.5% | -69.2% |
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