+51.8%
LEN vs SITM
+4,789.7%
-4,737.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.4% | +1.3% |
| 7D | -4.8% | +3.9% | -8.6% | -5.4% |
| 30D | -6.6% | -6.6% | 0.0% | -5.9% |
| 3M | -15.7% | -11.9% | -3.8% | -15.7% |
| 6M | -16.6% | +81.1% | -97.8% | -27.9% |
| YTD | -21.3% | +80.0% | -101.3% | -32.7% |
| 1Y | -42.0% | +145.8% | -187.9% | -54.0% |
| 3Y | -27.9% | +475.9% | -503.8% | -56.5% |
| 5Y | -10.7% | +189.2% | -199.9% | -44.9% |
| All | +51.8% | +4,789.7% | -4,737.9% | -55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling