-14.6%
TEAM vs LEN
-25.9%
+11.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.8% | -3.1% | -6.1% |
| 7D | -5.7% | -2.9% | -2.8% | -5.0% |
| 30D | +18.3% | -8.9% | +27.2% | +20.7% |
| 3M | +80.2% | -10.9% | +91.1% | +84.0% |
| 6M | +111.0% | -19.7% | +130.6% | +119.8% |
| YTD | +8.8% | -20.6% | +29.4% | +12.5% |
| 1Y | +2.2% | -42.4% | +44.6% | +15.5% |
| 3Y | -14.6% | -26.5% | +11.9% | -24.4% |
| All | -14.6% | -25.9% | +11.3% | -24.4% |
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