-17.1%
OPEN vs LEN
-22.2%
+5.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +1.7% |
| 7D | -4.3% | -3.2% | -1.1% | -0.9% |
| 30D | -16.2% | -4.9% | -11.3% | -11.5% |
| 3M | -36.4% | -8.5% | -27.9% | -31.3% |
| 6M | -35.5% | -20.7% | -14.8% | -18.5% |
| YTD | -46.0% | -17.4% | -28.6% | -35.6% |
| 1Y | -47.1% | -38.2% | -8.9% | -11.4% |
| All | -17.1% | -22.2% | +5.0% | +4.1% |
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