+3,528.8%
LEN vs SM
+1,608.3%
+1,920.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -4.9% | +26.3% | -31.2% | -8.5% |
| 3M | -8.5% | +8.7% | -17.2% | -10.6% |
| 6M | -20.7% | +51.7% | -72.3% | -27.3% |
| YTD | -17.4% | +99.0% | -116.5% | -27.8% |
| 1Y | -38.2% | +34.6% | -72.8% | -42.8% |
| 3Y | -24.9% | -7.8% | -17.1% | -28.2% |
| 5Y | -11.4% | +104.8% | -116.2% | -29.4% |
| 10Y | +110.0% | +7.2% | +102.8% | +26.9% |
| All | +3,528.8% | +1,608.3% | +1,920.5% | +1,129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling