+25.1%
RF vs LEN
-21.9%
+46.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.1% | -5.6% | +0.1% |
| 7D | +2.3% | +10.5% | -8.2% | +0.1% |
| 30D | +7.2% | +24.6% | -17.4% | +2.3% |
| 3M | -8.2% | +6.6% | -14.8% | -9.6% |
| 6M | +7.0% | +10.6% | -3.6% | +4.0% |
| YTD | +10.3% | -8.3% | +18.6% | +9.9% |
| 1Y | +25.1% | -22.5% | +47.6% | +30.1% |
| All | +25.1% | -21.9% | +46.9% | +30.1% |
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