+56.5%
RSG vs LEN
-27.3%
+83.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.7% |
| 7D | 0.0% | -4.8% | +4.8% | +0.2% |
| 30D | +4.0% | -6.6% | +10.5% | +4.2% |
| 3M | +7.4% | -15.7% | +23.0% | +7.9% |
| 6M | +0.1% | -16.6% | +16.7% | +0.8% |
| YTD | +6.0% | -21.3% | +27.4% | +6.8% |
| 1Y | -3.0% | -42.0% | +39.1% | -0.7% |
| 3Y | +56.5% | -27.9% | +84.4% | +53.8% |
| All | +56.5% | -27.3% | +83.8% | +53.8% |
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