-29.5%
LEN vs SAN
+12.6%
-42.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.2% |
| 7D | -5.8% | +4.0% | -9.8% | -6.9% |
| 30D | +13.7% | -7.8% | +21.5% | +15.8% |
| 3M | -3.9% | -16.4% | +12.5% | +0.8% |
| 6M | -0.4% | +3.5% | -3.9% | -2.2% |
| YTD | -16.8% | +6.7% | -23.5% | -23.7% |
| 1Y | -29.5% | +14.5% | -44.0% | -38.3% |
| All | -29.5% | +12.6% | -42.1% | -38.3% |
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