+13.5%
U vs LEN
-25.9%
+39.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.5% | +4.0% |
| 7D | +4.5% | -2.9% | +7.3% | +5.5% |
| 30D | -0.6% | -8.9% | +8.3% | +2.6% |
| 3M | +48.4% | -10.9% | +59.3% | +53.4% |
| 6M | +115.4% | -19.7% | +135.0% | +130.8% |
| YTD | -3.2% | -20.6% | +17.4% | +2.6% |
| 1Y | -6.0% | -42.4% | +36.4% | +15.3% |
| 3Y | +13.5% | -26.5% | +40.0% | +4.5% |
| All | +13.5% | -25.9% | +39.4% | +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 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