-10.9%
LEN vs SM
+111.2%
-122.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.6% | -7.5% | -4.2% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -8.9% | +31.5% | -40.4% | -11.4% |
| 3M | -10.9% | +17.3% | -28.2% | -12.7% |
| 6M | -19.7% | +48.5% | -68.2% | -24.3% |
| YTD | -20.6% | +106.3% | -126.8% | -28.8% |
| 1Y | -42.4% | +47.3% | -89.7% | -46.0% |
| 3Y | -26.5% | -1.4% | -25.1% | -29.3% |
| 5Y | -10.9% | +114.0% | -125.0% | -21.2% |
| All | -10.9% | +111.2% | -122.2% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling