-29.5%
LEN vs SITM
+423.6%
-453.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -3.7% |
| 7D | -7.8% | +4.8% | -12.6% | -8.1% |
| 30D | -11.0% | -9.7% | -1.3% | -10.5% |
| 3M | -12.8% | -9.3% | -3.5% | -12.9% |
| 6M | -20.2% | +69.5% | -89.7% | -25.9% |
| YTD | -23.0% | +70.5% | -93.5% | -29.0% |
| 1Y | -41.8% | +145.3% | -187.1% | -48.8% |
| All | -29.5% | +423.6% | -453.1% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling