+109.1%
LEN vs SAN
+329.5%
-220.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | -5.7% | -0.1% | -5.6% | -5.6% |
| 3M | -12.2% | +19.6% | -31.9% | -17.6% |
| 6M | -18.3% | +32.7% | -51.0% | -26.0% |
| YTD | -20.2% | +26.7% | -46.9% | -27.3% |
| 1Y | -40.1% | +51.6% | -91.7% | -48.9% |
| 3Y | -26.2% | +348.7% | -374.9% | -58.1% |
| 5Y | -9.8% | +378.7% | -388.6% | -52.0% |
| 10Y | +109.1% | +336.9% | -227.8% | 0.0% |
| All | +109.1% | +329.5% | -220.4% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling