+17.0%
RF vs LEN
-39.7%
+56.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +1.3% | -3.2% | +4.5% | +2.1% |
| 30D | -3.6% | -4.9% | +1.3% | -2.6% |
| 3M | +8.1% | -8.5% | +16.6% | +9.8% |
| 6M | +11.5% | -20.7% | +32.1% | +16.1% |
| YTD | +15.6% | -17.4% | +33.0% | +18.2% |
| All | +17.0% | -39.7% | +56.8% | +29.0% |
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