+52.3%
ROK vs LEN
-26.2%
+78.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +0.2% | -3.4% | +3.5% | +1.4% |
| 30D | -1.8% | -5.7% | +3.9% | +0.1% |
| 3M | -7.2% | -12.2% | +5.0% | -3.3% |
| 6M | +14.2% | -18.3% | +32.4% | +21.5% |
| YTD | +10.6% | -20.2% | +30.8% | +18.0% |
| 1Y | +25.9% | -40.1% | +66.0% | +48.1% |
| All | +52.3% | -26.2% | +78.5% | +59.2% |
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