-15.7%
TEAM vs LEN
-21.7%
+5.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.3% | -3.1% |
| 7D | -22.2% | +0.7% | -22.9% | -22.2% |
| 30D | -28.1% | +13.0% | -41.1% | -29.7% |
| 3M | -2.2% | +1.9% | -4.0% | -2.7% |
| 6M | +62.2% | -0.7% | +62.9% | +61.6% |
| YTD | -8.4% | -13.8% | +5.5% | -7.3% |
| 1Y | -6.6% | -28.1% | +21.5% | -1.3% |
| 3Y | -15.7% | -22.8% | +7.1% | -27.4% |
| All | -15.7% | -21.7% | +5.9% | -27.4% |
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