-34.7%
ROL vs LEN
-21.9%
-12.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.1% | -4.3% | +1.5% |
| 7D | +14.6% | +10.5% | +4.1% | +12.3% |
| 30D | +29.3% | +24.6% | +4.6% | +24.3% |
| 3M | +2.0% | +6.6% | -4.6% | -0.2% |
| 6M | -28.5% | +10.6% | -39.2% | -30.7% |
| YTD | -35.3% | -8.3% | -27.0% | -36.0% |
| 1Y | -34.7% | -22.5% | -12.2% | -33.5% |
| All | -34.7% | -21.9% | -12.8% | -33.5% |
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