0.0%
W vs LEN
-27.0%
+27.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.4% | +1.7% | -0.3% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | +6.4% | +13.0% | -6.6% | -2.1% |
| 3M | +9.0% | +1.9% | +7.1% | +6.9% |
| 6M | +69.8% | -0.7% | +70.5% | +70.4% |
| YTD | +12.1% | -13.8% | +25.9% | +17.4% |
| 1Y | 0.0% | -28.1% | +28.1% | +10.9% |
| All | 0.0% | -27.0% | +27.1% | +10.9% |
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