-54.5%
LEN vs SARO
-22.5%
-32.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +1.9% |
| 7D | -4.8% | -3.1% | -1.7% | -4.2% |
| 30D | -6.6% | -12.2% | +5.7% | -4.3% |
| 3M | -15.7% | -7.4% | -8.3% | -14.3% |
| 6M | -16.6% | -15.3% | -1.4% | -14.7% |
| YTD | -21.3% | -16.2% | -5.2% | -19.5% |
| 1Y | -42.0% | -12.1% | -29.9% | -41.1% |
| All | -54.5% | -22.5% | -32.0% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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