+27.2%
P vs LEN
-42.1%
+69.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.5% | +1.5% |
| 7D | +7.8% | -2.9% | +10.7% | +7.8% |
| 30D | +12.3% | -8.9% | +21.2% | +12.1% |
| 3M | +37.1% | -10.9% | +48.0% | +36.6% |
| 6M | +66.1% | -19.7% | +85.7% | +62.3% |
| YTD | +50.9% | -20.6% | +71.5% | +49.1% |
| 1Y | +27.2% | -42.4% | +69.6% | +14.7% |
| All | +27.2% | -42.1% | +69.3% | +14.7% |
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