-2.4%
U vs LEN
-42.7%
+40.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.9% |
| 7D | 0.0% | -7.8% | +7.7% | +0.4% |
| 30D | -4.1% | -11.0% | +6.9% | -3.6% |
| 3M | +57.8% | -12.8% | +70.6% | +58.1% |
| 6M | +103.5% | -20.2% | +123.7% | +103.2% |
| YTD | -4.8% | -23.0% | +18.3% | -5.7% |
| 1Y | -2.4% | -41.8% | +39.4% | -3.6% |
| All | -2.4% | -42.7% | +40.3% | -3.6% |
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