-22.5%
LEN vs SM
+70.4%
-92.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -15.3% | +22.4% | +4.2% |
| 7D | +10.5% | -21.5% | +32.0% | +6.2% |
| 30D | +24.6% | -11.4% | +36.0% | +22.2% |
| 3M | +6.6% | +0.6% | +6.0% | +7.3% |
| 6M | +10.6% | +0.2% | +10.4% | +12.2% |
| YTD | -8.3% | +69.7% | -78.0% | -12.5% |
| 1Y | -22.5% | +71.6% | -94.1% | -25.7% |
| All | -22.5% | +70.4% | -92.9% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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