+146.2%
LEN vs SAN
+275.0%
-128.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.2% |
| 7D | -6.4% | +3.4% | -9.8% | -7.4% |
| 30D | +15.6% | -6.3% | +21.9% | +18.0% |
| 3M | -0.8% | -14.1% | +13.4% | +4.2% |
| 6M | +0.4% | +4.2% | -3.8% | -1.6% |
| YTD | -14.1% | +9.0% | -23.2% | -18.0% |
| 1Y | -29.6% | +18.8% | -48.4% | -34.8% |
| 3Y | -23.1% | +252.0% | -275.2% | -52.7% |
| 5Y | -8.9% | +299.5% | -308.4% | -48.5% |
| 10Y | +146.2% | +276.7% | -130.4% | +23.8% |
| All | +146.2% | +275.0% | -128.8% | +23.8% |
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