-68.9%
XYZ vs LEN
-10.8%
-58.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | 0.0% |
| 7D | -1.0% | -3.2% | +2.2% | +1.3% |
| 30D | -1.7% | -4.9% | +3.2% | +1.6% |
| 3M | +16.7% | -8.5% | +25.2% | +22.9% |
| 6M | +26.9% | -20.7% | +47.5% | +46.3% |
| YTD | +27.1% | -17.4% | +44.6% | +39.6% |
| 1Y | +9.3% | -38.2% | +47.5% | +46.3% |
| 3Y | +42.3% | -24.9% | +67.1% | +39.2% |
| All | -68.9% | -10.8% | -58.1% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling