-20.1%
RKT vs LEN
-30.4%
+10.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -9.0% | -5.8% | -3.2% | -4.1% |
| 30D | +30.2% | +13.7% | +16.5% | +16.2% |
| 3M | -8.8% | -3.9% | -5.0% | -6.0% |
| 6M | -0.9% | -0.4% | -0.6% | -0.3% |
| YTD | -29.2% | -16.8% | -12.3% | -18.3% |
| 1Y | -20.1% | -29.5% | +9.4% | +3.1% |
| All | -20.1% | -30.4% | +10.3% | +3.1% |
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