+24.3%
P vs LEN
-31.8%
+56.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.2% | +6.6% | +3.1% |
| 7D | +17.8% | -8.7% | +26.6% | +16.8% |
| 30D | -29.9% | +11.6% | -41.4% | -29.6% |
| 3M | -1.2% | -1.3% | +0.1% | -0.7% |
| 6M | +32.1% | -1.4% | +33.6% | +32.6% |
| YTD | +64.3% | -16.9% | +81.2% | +64.4% |
| 1Y | +24.3% | -31.2% | +55.4% | +18.8% |
| All | +24.3% | -31.8% | +56.1% | +18.8% |
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