-38.2%
LEN vs SITM
+174.8%
-213.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.6% | -1.2% |
| 7D | -3.2% | +9.7% | -12.9% | -3.4% |
| 30D | -4.9% | +12.7% | -17.6% | -5.4% |
| 3M | -8.5% | -13.4% | +4.9% | -8.0% |
| 6M | -20.7% | +59.6% | -80.3% | -24.7% |
| YTD | -17.4% | +73.3% | -90.7% | -21.8% |
| 1Y | -38.2% | +165.5% | -203.8% | -41.5% |
| All | -38.2% | +174.8% | -213.0% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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