-9.6%
TOST vs LEN
-28.8%
+19.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -3.6% | -6.4% | +2.8% | -2.4% |
| 30D | +8.9% | +15.6% | -6.8% | +6.3% |
| 3M | -2.2% | -0.8% | -1.5% | -3.0% |
| 6M | +41.0% | +0.4% | +40.6% | +39.6% |
| YTD | -4.0% | -14.1% | +10.2% | -8.4% |
| 1Y | -9.6% | -29.6% | +20.0% | -9.3% |
| All | -9.6% | -28.8% | +19.2% | -9.3% |
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