-26.5%
LEN vs SAN
+356.8%
-383.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.7% |
| 7D | -2.9% | +3.3% | -6.2% | -3.8% |
| 30D | -8.9% | +1.1% | -9.9% | -9.2% |
| 3M | -10.9% | +22.2% | -33.1% | -16.2% |
| 6M | -19.7% | +36.0% | -55.7% | -26.6% |
| YTD | -20.6% | +28.2% | -48.8% | -27.2% |
| 1Y | -42.4% | +54.1% | -96.6% | -50.3% |
| 3Y | -26.5% | +354.2% | -380.8% | -58.8% |
| All | -26.5% | +356.8% | -383.3% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling