+18.9%
RF vs LEN
-28.8%
+47.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.3% | -6.4% | +5.0% | -0.1% |
| 30D | +4.6% | +15.6% | -11.0% | +1.4% |
| 3M | -8.4% | -0.8% | -7.7% | -8.5% |
| 6M | +8.9% | +0.4% | +8.5% | +8.0% |
| YTD | +8.8% | -14.1% | +22.9% | +9.8% |
| 1Y | +18.9% | -29.6% | +48.5% | +27.8% |
| All | +18.9% | -28.8% | +47.7% | +27.8% |
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