-38.2%
LEN vs SAN
+58.9%
-97.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -3.2% | +1.8% | -5.0% | -3.6% |
| 30D | -4.9% | +2.0% | -6.9% | -5.4% |
| 3M | -8.5% | +19.7% | -28.2% | -12.8% |
| 6M | -20.7% | +30.6% | -51.3% | -26.0% |
| YTD | -17.4% | +28.8% | -46.3% | -24.7% |
| 1Y | -38.2% | +57.8% | -96.0% | -44.0% |
| All | -38.2% | +58.9% | -97.2% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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