-45.7%
TOST vs LEN
-6.2%
-39.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.7% |
| 7D | -3.4% | -3.2% | -0.2% | -1.5% |
| 30D | -2.4% | -4.9% | +2.5% | +0.2% |
| 3M | +34.6% | -8.5% | +43.1% | +40.6% |
| 6M | +15.2% | -20.7% | +35.9% | +30.0% |
| YTD | -4.4% | -17.4% | +13.0% | +2.4% |
| 1Y | -17.4% | -38.2% | +20.8% | +6.8% |
| 3Y | +54.5% | -24.9% | +79.3% | +51.3% |
| All | -45.7% | -6.2% | -39.5% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling