-26.5%
LEN vs SM
-2.8%
-23.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.6% | -7.5% | -4.0% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -8.9% | +31.5% | -40.4% | -10.4% |
| 3M | -10.9% | +17.3% | -28.2% | -11.9% |
| 6M | -19.7% | +48.5% | -68.2% | -23.5% |
| YTD | -20.6% | +106.3% | -126.8% | -28.4% |
| 1Y | -42.4% | +47.3% | -89.7% | -45.4% |
| 3Y | -26.5% | -1.4% | -25.1% | -30.8% |
| All | -26.5% | -2.8% | -23.8% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling