+109.1%
LEN vs SFM
+280.6%
-171.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.1% |
| 7D | -3.4% | -7.2% | +3.8% | -2.3% |
| 30D | -5.7% | -14.3% | +8.7% | -3.6% |
| 3M | -12.2% | -13.7% | +1.5% | -10.6% |
| 6M | -18.3% | -6.0% | -12.3% | -18.3% |
| YTD | -20.2% | -8.2% | -12.0% | -20.0% |
| 1Y | -40.1% | -46.2% | +6.2% | -35.2% |
| 3Y | -26.2% | +83.6% | -109.7% | -37.6% |
| 5Y | -9.8% | +212.7% | -222.5% | -32.5% |
| 10Y | +109.1% | +273.0% | -163.9% | +44.7% |
| All | +109.1% | +280.6% | -171.4% | +44.7% |
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