+180.5%
PL vs LEN
-37.1%
+217.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.1% |
| 7D | -9.3% | -3.2% | -6.1% | -9.0% |
| 30D | -18.9% | -4.9% | -14.0% | -18.5% |
| 3M | -58.4% | -8.5% | -49.9% | -57.7% |
| 6M | -30.3% | -20.7% | -9.7% | -30.1% |
| YTD | -8.1% | -17.4% | +9.3% | -9.3% |
| 1Y | +180.5% | -38.2% | +218.7% | +223.7% |
| All | +180.5% | -37.1% | +217.6% | +223.7% |
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