+103.0%
LEN vs SIRI
-10.2%
+113.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +1.9% |
| 7D | -4.8% | +0.6% | -5.3% | -4.9% |
| 30D | -6.6% | +2.5% | -9.1% | -7.3% |
| 3M | -15.7% | +6.6% | -22.3% | -17.4% |
| 6M | -16.6% | +32.9% | -49.5% | -23.5% |
| YTD | -21.3% | +50.5% | -71.8% | -30.5% |
| 1Y | -42.0% | +28.0% | -70.0% | -46.6% |
| 3Y | -27.9% | -22.4% | -5.5% | -27.6% |
| 5Y | -10.7% | -41.3% | +30.6% | -8.7% |
| All | +103.0% | -10.2% | +113.3% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling