-5.8%
TLT vs LEN
-27.0%
+21.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -0.7% |
| 7D | -0.3% | +0.7% | -0.9% | -0.4% |
| 30D | +3.7% | +13.0% | -9.3% | +2.1% |
| 3M | -0.7% | +1.9% | -2.6% | -1.2% |
| 6M | -4.2% | -0.7% | -3.5% | -4.6% |
| YTD | -4.0% | -13.8% | +9.8% | -3.4% |
| 1Y | -5.8% | -28.1% | +22.3% | -4.5% |
| All | -5.8% | -27.0% | +21.2% | -4.5% |
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