-30.2%
RIG vs LEN
-27.3%
-2.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.2% |
| 7D | -3.1% | -4.8% | +1.7% | -2.0% |
| 30D | -0.5% | -6.6% | +6.0% | +0.9% |
| 3M | -6.0% | -15.7% | +9.7% | -2.5% |
| 6M | -10.1% | -16.6% | +6.5% | -6.9% |
| YTD | +37.3% | -21.3% | +58.6% | +44.2% |
| 1Y | +73.9% | -42.0% | +116.0% | +103.3% |
| 3Y | -30.2% | -27.9% | -2.3% | -28.9% |
| All | -30.2% | -27.3% | -2.9% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling