-40.1%
LEN vs SM
+46.0%
-86.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.6% |
| 7D | -3.4% | -0.2% | -3.1% | -3.4% |
| 30D | -5.7% | +20.3% | -25.9% | -3.6% |
| 3M | -12.2% | +22.9% | -35.1% | -9.5% |
| 6M | -18.3% | +47.8% | -66.1% | -16.8% |
| YTD | -20.2% | +107.5% | -127.7% | -22.3% |
| 1Y | -40.1% | +51.7% | -91.8% | -38.9% |
| All | -40.1% | +46.0% | -86.1% | -38.9% |
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