+132.4%
LEN vs SBAC
+114.8%
+17.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | -5.8% | +0.6% | -6.4% | -6.1% |
| 30D | +13.7% | +5.5% | +8.2% | +11.0% |
| 3M | -3.9% | +3.1% | -6.9% | -5.4% |
| 6M | -0.4% | -7.0% | +6.7% | +1.7% |
| YTD | -16.8% | +0.5% | -17.3% | -19.3% |
| 1Y | -29.5% | +0.2% | -29.7% | -31.6% |
| 3Y | -25.6% | -7.4% | -18.2% | -26.3% |
| 5Y | -13.2% | -39.7% | +26.5% | +4.7% |
| All | +132.4% | +114.8% | +17.6% | +89.7% |
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