+77.2%
TGT vs LEN
-41.0%
+118.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.5% |
| 7D | -5.2% | -4.8% | -0.5% | -4.1% |
| 30D | +1.2% | -6.6% | +7.8% | +2.9% |
| 3M | +18.4% | -15.7% | +34.1% | +22.7% |
| 6M | +33.4% | -16.6% | +50.1% | +38.3% |
| YTD | +63.8% | -21.3% | +85.2% | +68.4% |
| 1Y | +77.2% | -42.0% | +119.2% | +99.6% |
| All | +77.2% | -41.0% | +118.1% | +99.6% |
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 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