+24.3%
W vs LEN
-21.9%
+46.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.1% | +3.9% | +6.4% |
| 7D | +8.4% | +10.5% | -2.1% | +1.5% |
| 30D | +16.5% | +24.6% | -8.1% | +0.2% |
| 3M | +6.4% | +6.6% | -0.2% | +1.5% |
| 6M | +90.5% | +10.6% | +79.9% | +80.0% |
| YTD | +23.1% | -8.3% | +31.4% | +24.1% |
| 1Y | +24.3% | -22.5% | +46.8% | +32.4% |
| All | +24.3% | -21.9% | +46.2% | +32.4% |
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