-19.1%
TE vs LEN
-26.2%
+7.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.4% | -3.2% |
| 7D | +15.0% | -3.4% | +18.4% | +16.4% |
| 30D | -7.5% | -5.7% | -1.9% | -5.5% |
| 3M | -42.0% | -12.2% | -29.7% | -39.3% |
| 6M | -31.4% | -18.3% | -13.1% | -26.5% |
| YTD | -26.5% | -20.2% | -6.3% | -22.6% |
| 1Y | +153.1% | -40.1% | +193.2% | +202.1% |
| All | -19.1% | -26.2% | +7.1% | -30.1% |
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