+3.5%
W vs LEN
-28.8%
+32.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -7.4% | -6.4% | -1.0% | -3.4% |
| 30D | +7.8% | +15.6% | -7.8% | -2.4% |
| 3M | +10.9% | -0.8% | +11.6% | +11.0% |
| 6M | +86.4% | +0.4% | +86.1% | +86.4% |
| YTD | +14.0% | -14.1% | +28.1% | +19.7% |
| 1Y | +3.5% | -29.6% | +33.2% | +16.3% |
| All | +3.5% | -28.8% | +32.3% | +16.3% |
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