-7.4%
LEN vs SFM
+100.9%
-108.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -3.9% | -5.2% |
| 7D | +0.7% | -6.9% | +7.6% | +1.6% |
| 30D | +13.0% | -25.0% | +38.0% | +16.4% |
| 3M | +1.9% | -42.7% | +44.6% | +8.2% |
| 6M | -0.7% | -41.0% | +40.3% | +4.7% |
| YTD | -13.8% | -38.7% | +24.8% | -9.9% |
| 1Y | -28.1% | -38.1% | +10.0% | -25.0% |
| 3Y | -22.8% | +19.3% | -42.2% | -33.0% |
| 5Y | -7.4% | +103.1% | -110.5% | -27.2% |
| All | -7.4% | +100.9% | -108.3% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling