-23.2%
LEN vs SFM
+107.8%
-131.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.2% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -4.9% | -4.4% | -0.5% | -4.7% |
| 3M | -8.5% | +1.5% | -10.0% | -8.7% |
| 6M | -20.7% | +6.5% | -27.1% | -21.3% |
| YTD | -17.4% | +2.2% | -19.6% | -17.9% |
| 1Y | -38.2% | -41.9% | +3.6% | -35.9% |
| All | -23.2% | +107.8% | -131.0% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling