-36.0%
ROL vs LEN
-37.1%
+1.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | -1.4% | -3.2% | +1.8% | -1.0% |
| 30D | -4.1% | -4.9% | +0.8% | -3.5% |
| 3M | -22.5% | -8.5% | -14.0% | -21.7% |
| 6M | -37.7% | -20.7% | -17.0% | -35.5% |
| YTD | -39.6% | -17.4% | -22.2% | -38.4% |
| 1Y | -36.0% | -38.2% | +2.2% | -30.3% |
| All | -36.0% | -37.1% | +1.1% | -30.3% |
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