+1.1%
TEL vs LEN
-37.1%
+38.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.1% |
| 7D | +3.0% | -3.2% | +6.1% | +3.8% |
| 30D | -3.9% | -4.9% | +1.0% | -2.7% |
| 3M | -5.1% | -8.5% | +3.4% | -3.2% |
| 6M | +0.6% | -20.7% | +21.3% | +3.7% |
| YTD | -7.3% | -17.4% | +10.1% | -4.2% |
| 1Y | +1.1% | -38.2% | +39.4% | +5.9% |
| All | +1.1% | -37.1% | +38.3% | +5.9% |
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