-22.5%
LEN vs SITM
+47.5%
-70.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -9.4% | +16.4% | +7.1% |
| 7D | +10.5% | -19.5% | +30.0% | +10.8% |
| 30D | +24.6% | -43.2% | +67.9% | +26.6% |
| 3M | +6.6% | -30.8% | +37.5% | +7.3% |
| 6M | +10.6% | -28.6% | +39.2% | +9.3% |
| YTD | -8.3% | +14.2% | -22.5% | -14.8% |
| 1Y | -22.5% | +44.4% | -66.9% | -29.4% |
| All | -22.5% | +47.5% | -70.0% | -29.4% |
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