-19.2%
TRI vs LEN
-27.3%
+8.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.5% |
| 7D | -7.9% | -4.8% | -3.1% | -7.5% |
| 30D | -4.5% | -6.6% | +2.1% | -4.0% |
| 3M | +22.1% | -15.7% | +37.8% | +23.2% |
| 6M | -2.8% | -16.6% | +13.9% | -1.8% |
| YTD | -23.4% | -21.3% | -2.1% | -22.9% |
| 1Y | -41.5% | -42.0% | +0.5% | -39.1% |
| 3Y | -19.2% | -27.9% | +8.7% | -22.7% |
| All | -19.2% | -27.3% | +8.1% | -22.7% |
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