-16.7%
LEN vs SAN
+258.9%
-275.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.1% | -2.9% | +1.4% |
| 7D | +0.6% | +8.7% | -8.1% | -1.8% |
| 30D | +19.4% | -6.5% | +25.9% | +21.4% |
| 3M | +4.5% | -14.2% | +18.7% | +8.9% |
| 6M | +4.9% | +2.7% | +2.2% | +3.5% |
| YTD | -8.9% | +8.9% | -17.8% | -12.6% |
| 1Y | -23.0% | +23.4% | -46.4% | -28.8% |
| 3Y | -16.7% | +257.9% | -274.7% | -48.7% |
| All | -16.7% | +258.9% | -275.6% | -48.7% |
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