+132.4%
LEN vs SFM
+140.2%
-7.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -5.8% | +6.0% | -11.8% | -6.6% |
| 30D | +13.7% | -19.5% | +33.2% | +16.6% |
| 3M | -3.9% | -37.0% | +33.2% | +2.0% |
| 6M | -0.4% | -41.0% | +40.6% | +6.3% |
| YTD | -16.8% | -34.6% | +17.8% | -13.1% |
| 1Y | -29.5% | -36.3% | +6.8% | -26.1% |
| 3Y | -25.6% | +24.5% | -50.1% | -33.8% |
| 5Y | -13.2% | +115.9% | -129.1% | -32.0% |
| All | +132.4% | +140.2% | -7.8% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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