+3.0%
TEAM vs LEN
-42.7%
+45.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.6% | +1.3% |
| 7D | -7.8% | -7.8% | 0.0% | -7.2% |
| 30D | +16.5% | -11.0% | +27.6% | +17.3% |
| 3M | +96.2% | -12.8% | +108.9% | +95.9% |
| 6M | +130.2% | -20.2% | +150.4% | +129.6% |
| YTD | +10.7% | -23.0% | +33.8% | +9.6% |
| 1Y | +3.0% | -41.8% | +44.8% | +2.9% |
| All | +3.0% | -42.7% | +45.7% | +2.9% |
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