+26.7%
Q vs LEN
-33.7%
+60.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +0.2% | -3.2% | +3.4% | +1.4% |
| 30D | -11.1% | -4.9% | -6.2% | -9.7% |
| 3M | -22.1% | -8.5% | -13.6% | -19.7% |
| 6M | +0.5% | -20.7% | +21.1% | +7.5% |
| YTD | +47.8% | -17.4% | +65.2% | +57.1% |
| All | +26.7% | -33.7% | +60.4% | +40.5% |
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