+3,071.3%
LEN vs SIRI
-18.6%
+3,089.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -3.4% | -3.9% | +0.5% | -3.0% |
| 30D | -5.7% | -0.8% | -4.8% | -5.6% |
| 3M | -12.2% | +4.3% | -16.5% | -12.7% |
| 6M | -18.3% | +34.1% | -52.3% | -20.9% |
| YTD | -20.2% | +47.3% | -67.5% | -23.6% |
| 1Y | -40.1% | +22.9% | -63.0% | -41.6% |
| 3Y | -26.2% | -24.6% | -1.6% | -25.7% |
| 5Y | -9.8% | -43.2% | +33.3% | -8.1% |
| 10Y | +109.1% | -12.3% | +121.5% | +104.8% |
| All | +3,071.3% | -18.6% | +3,089.9% | +2,209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling