+7.7%
V vs LEN
-41.8%
+49.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -2.9% | -3.4% | +0.5% | -2.8% |
| 30D | +1.9% | -5.7% | +7.5% | +2.1% |
| 3M | +13.2% | -12.2% | +25.5% | +13.5% |
| 6M | +16.7% | -18.3% | +35.0% | +17.3% |
| YTD | +5.4% | -20.2% | +25.6% | +4.9% |
| 1Y | +7.7% | -40.1% | +47.7% | +10.6% |
| All | +7.7% | -41.8% | +49.4% | +10.6% |
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