+53.2%
LEN vs SITM
+4,507.3%
-4,454.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.5% |
| 7D | -2.9% | +8.4% | -11.2% | -4.2% |
| 30D | -8.9% | -17.4% | +8.6% | -6.4% |
| 3M | -10.9% | -9.8% | -1.1% | -11.4% |
| 6M | -19.7% | +83.0% | -102.6% | -30.8% |
| YTD | -20.6% | +69.6% | -90.2% | -31.4% |
| 1Y | -42.4% | +144.9% | -187.3% | -54.3% |
| 3Y | -26.5% | +429.9% | -456.4% | -55.0% |
| 5Y | -10.9% | +169.2% | -180.1% | -44.3% |
| All | +53.2% | +4,507.3% | -4,454.1% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling