+190.9%
LEN vs SFM
+132.6%
+58.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.5% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -4.9% | -4.4% | -0.5% | -4.4% |
| 3M | -8.5% | +1.5% | -10.0% | -9.1% |
| 6M | -20.7% | +6.5% | -27.1% | -22.1% |
| YTD | -17.4% | +2.2% | -19.6% | -18.6% |
| 1Y | -38.2% | -41.9% | +3.6% | -33.9% |
| 3Y | -24.9% | +106.8% | -131.6% | -37.2% |
| 5Y | -11.4% | +231.6% | -243.0% | -33.5% |
| 10Y | +110.0% | +258.4% | -148.4% | +49.8% |
| All | +190.9% | +132.6% | +58.3% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling