-41.4%
OPEN vs LEN
-25.9%
-15.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.7% |
| 7D | -15.0% | -5.8% | -9.2% | -9.3% |
| 30D | -40.2% | +13.7% | -53.9% | -47.0% |
| 3M | -67.4% | -3.9% | -63.5% | -65.8% |
| 6M | -74.0% | -0.4% | -73.6% | -74.4% |
| YTD | -79.6% | -16.8% | -62.7% | -75.8% |
| 1Y | -86.1% | -29.5% | -56.6% | -80.4% |
| 3Y | -41.4% | -25.6% | -15.8% | -29.9% |
| All | -41.4% | -25.9% | -15.5% | -29.9% |
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