-7.0%
TLT vs LEN
-30.4%
+23.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -3.1% | -5.8% | +2.7% | -2.4% |
| 30D | +1.0% | +13.7% | -12.7% | -0.5% |
| 3M | -2.7% | -3.9% | +1.1% | -2.6% |
| 6M | -4.1% | -0.4% | -3.8% | -4.5% |
| YTD | -5.4% | -16.8% | +11.5% | -4.4% |
| 1Y | -7.0% | -29.5% | +22.5% | -5.5% |
| All | -7.0% | -30.4% | +23.4% | -5.5% |
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