+66.7%
TEL vs LEN
-26.2%
+92.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | +1.2% | -3.4% | +4.6% | +2.2% |
| 30D | -4.1% | -5.7% | +1.5% | -2.6% |
| 3M | -2.6% | -12.2% | +9.7% | +0.7% |
| 6M | 0.0% | -18.3% | +18.3% | +5.0% |
| YTD | -9.1% | -20.2% | +11.1% | -4.3% |
| 1Y | -0.8% | -40.1% | +39.2% | +12.0% |
| All | +66.7% | -26.2% | +92.9% | +58.6% |
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