-2.0%
TEAM vs LEN
-29.6%
+27.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | -19.7% | -6.4% | -13.4% | -19.5% |
| 30D | -26.6% | +15.6% | -42.3% | -26.9% |
| 3M | -1.1% | -0.8% | -0.3% | -1.0% |
| 6M | +74.6% | +0.4% | +74.2% | +74.4% |
| YTD | -6.0% | -14.1% | +8.2% | -7.9% |
| All | -2.0% | -29.6% | +27.6% | -0.5% |
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