-42.0%
LEN vs SITM
+155.7%
-197.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.4% | +2.0% |
| 7D | -4.8% | +3.9% | -8.6% | -4.9% |
| 30D | -6.6% | -6.6% | 0.0% | -6.4% |
| 3M | -15.7% | -11.9% | -3.8% | -15.1% |
| 6M | -16.6% | +81.1% | -97.8% | -20.9% |
| YTD | -21.3% | +80.0% | -101.3% | -25.4% |
| 1Y | -42.0% | +145.8% | -187.9% | -45.2% |
| All | -42.0% | +155.7% | -197.7% | -45.2% |
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