+50.9%
XYZ vs LEN
-25.9%
+76.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -1.7% |
| 7D | +2.9% | -2.9% | +5.7% | +4.1% |
| 30D | +1.4% | -8.9% | +10.2% | +5.2% |
| 3M | +14.6% | -10.9% | +25.5% | +19.5% |
| 6M | +20.8% | -19.7% | +40.4% | +30.7% |
| YTD | +23.1% | -20.6% | +43.6% | +32.2% |
| 1Y | +5.6% | -42.4% | +48.1% | +29.7% |
| 3Y | +50.9% | -26.5% | +77.5% | +29.0% |
| All | +50.9% | -25.9% | +76.8% | +29.0% |
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