+33.6%
TER vs LEN
-27.0%
+60.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.1% | +0.9% |
| 7D | -8.9% | +0.7% | -9.6% | -9.1% |
| 30D | -39.1% | +13.0% | -52.1% | -41.6% |
| 3M | -32.8% | +1.9% | -34.7% | -33.3% |
| 6M | -31.7% | -0.7% | -31.0% | -31.9% |
| YTD | +26.9% | -13.8% | +40.7% | +32.0% |
| 1Y | +33.6% | -28.1% | +61.7% | +42.4% |
| All | +33.6% | -27.0% | +60.6% | +42.4% |
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 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