+5.3%
WMT vs LEN
-41.0%
+46.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +1.1% |
| 7D | 0.0% | -4.8% | +4.8% | +0.6% |
| 30D | -7.4% | -6.6% | -0.8% | -6.7% |
| 3M | -10.9% | -15.7% | +4.8% | -9.2% |
| 6M | -12.7% | -16.6% | +4.0% | -10.9% |
| YTD | -3.2% | -21.3% | +18.1% | -0.2% |
| 1Y | +5.3% | -42.0% | +47.3% | +9.2% |
| All | +5.3% | -41.0% | +46.2% | +9.2% |
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