-38.9%
ROL vs LEN
-41.8%
+2.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -3.3% | -3.4% | +0.1% | -2.8% |
| 30D | -7.2% | -5.7% | -1.6% | -6.5% |
| 3M | -27.0% | -12.2% | -14.7% | -25.8% |
| 6M | -39.5% | -18.3% | -21.2% | -37.7% |
| YTD | -41.8% | -20.2% | -21.6% | -40.3% |
| 1Y | -38.9% | -40.1% | +1.2% | -32.2% |
| All | -38.9% | -41.8% | +2.9% | -32.2% |
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 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