+24.7%
RCL vs LEN
-31.8%
+56.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -2.5% |
| 7D | -0.2% | -8.7% | +8.5% | +3.8% |
| 30D | +14.4% | +11.6% | +2.8% | +8.5% |
| 3M | +5.2% | -1.3% | +6.4% | +5.3% |
| 6M | +26.1% | -1.4% | +27.6% | +26.1% |
| YTD | +17.4% | -16.9% | +34.2% | +22.8% |
| 1Y | +24.7% | -31.2% | +55.8% | +44.3% |
| All | +24.7% | -31.8% | +56.5% | +44.3% |
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