-10.4%
LEN vs SIRI
-41.5%
+31.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +2.0% |
| 7D | -4.8% | +0.6% | -5.3% | -4.8% |
| 30D | -6.6% | +2.5% | -9.1% | -7.0% |
| 3M | -15.7% | +6.6% | -22.3% | -16.6% |
| 6M | -16.6% | +32.9% | -49.5% | -20.5% |
| YTD | -21.3% | +50.5% | -71.8% | -26.4% |
| 1Y | -42.0% | +28.0% | -70.0% | -44.6% |
| 3Y | -27.9% | -22.4% | -5.5% | -27.9% |
| All | -10.4% | -41.5% | +31.1% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling