-29.5%
LEN vs SIRI
-23.3%
-6.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.8% |
| 7D | -7.8% | -3.0% | -4.8% | -7.2% |
| 30D | -11.0% | +1.3% | -12.3% | -11.3% |
| 3M | -12.8% | +5.6% | -18.4% | -13.8% |
| 6M | -20.2% | +35.2% | -55.4% | -24.8% |
| YTD | -23.0% | +49.1% | -72.1% | -28.9% |
| 1Y | -41.8% | +26.8% | -68.6% | -44.8% |
| All | -29.5% | -23.3% | -6.1% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling