+172.8%
W vs LEN
-17.6%
+190.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.2% | +1.4% | +1.8% |
| 7D | +3.3% | +0.6% | +2.7% | +2.8% |
| 30D | +10.5% | +19.4% | -8.9% | -6.4% |
| 3M | +9.6% | +4.5% | +5.1% | +3.5% |
| 6M | +76.4% | +4.9% | +71.5% | +68.0% |
| YTD | +16.4% | -8.9% | +25.3% | +22.1% |
| 1Y | +9.3% | -23.0% | +32.3% | +33.3% |
| 3Y | +172.8% | -16.7% | +189.5% | +208.7% |
| All | +172.8% | -17.6% | +190.4% | +208.7% |
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