+41.7%
TGT vs LEN
-28.8%
+70.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +0.1% |
| 7D | -5.0% | -7.8% | +2.7% | -2.3% |
| 30D | +3.0% | -11.0% | +14.1% | +7.3% |
| 3M | +22.6% | -12.8% | +35.4% | +28.2% |
| 6M | +31.2% | -20.2% | +51.4% | +41.1% |
| YTD | +63.7% | -23.0% | +86.7% | +76.2% |
| 1Y | +78.5% | -41.8% | +120.3% | +114.7% |
| All | +41.7% | -28.8% | +70.5% | +58.7% |
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