-38.2%
LEN vs SIRI
+28.3%
-66.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.4% |
| 7D | -3.2% | +1.6% | -4.8% | -3.6% |
| 30D | -4.9% | -4.7% | -0.2% | -3.8% |
| 3M | -8.5% | +5.3% | -13.8% | -9.8% |
| 6M | -20.7% | +30.5% | -51.2% | -26.2% |
| YTD | -17.4% | +49.6% | -67.0% | -25.6% |
| 1Y | -38.2% | +28.5% | -66.8% | -43.2% |
| All | -38.2% | +28.3% | -66.6% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling