+0.8%
ROL vs LEN
-25.9%
+26.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -2.0% |
| 7D | -3.4% | -2.9% | -0.6% | -3.1% |
| 30D | -6.9% | -8.9% | +1.9% | -5.8% |
| 3M | -24.6% | -10.9% | -13.7% | -23.6% |
| 6M | -39.5% | -19.7% | -19.9% | -38.0% |
| YTD | -41.1% | -20.6% | -20.5% | -39.6% |
| 1Y | -37.9% | -42.4% | +4.5% | -33.7% |
| 3Y | +0.8% | -26.5% | +27.3% | -4.6% |
| All | +0.8% | -25.9% | +26.7% | -4.6% |
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