+98.7%
LEN vs SBAC
+83.0%
+15.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.2% |
| 7D | -7.8% | -5.3% | -2.5% | -5.4% |
| 30D | -11.0% | +0.4% | -11.4% | -11.2% |
| 3M | -12.8% | -11.9% | -0.9% | -8.2% |
| 6M | -20.2% | -4.5% | -15.7% | -20.3% |
| YTD | -23.0% | -4.3% | -18.7% | -23.4% |
| 1Y | -41.8% | -3.9% | -37.9% | -42.3% |
| 3Y | -28.8% | -11.0% | -17.8% | -28.2% |
| 5Y | -12.6% | -44.1% | +31.5% | +9.0% |
| All | +98.7% | +83.0% | +15.7% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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