+0.4%
LEN vs SFM
-39.0%
+39.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.8% | -0.8% |
| 7D | -6.4% | -7.1% | +0.7% | -5.6% |
| 30D | +15.6% | -21.4% | +37.1% | +17.2% |
| 3M | -0.8% | -40.1% | +39.3% | +1.9% |
| 6M | +0.4% | -38.0% | +38.4% | +4.3% |
| All | +0.4% | -39.0% | +39.4% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling