+3,672.6%
LEN vs SM
+1,360.8%
+2,311.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -5.9% | -1.2% |
| 7D | -6.4% | +0.3% | -6.7% | -6.5% |
| 30D | +15.6% | -17.3% | +33.0% | +18.3% |
| 3M | -0.8% | -3.6% | +2.8% | -1.2% |
| 6M | +0.4% | +2.9% | -2.5% | -2.2% |
| YTD | -14.1% | +70.2% | -84.3% | -23.8% |
| 1Y | -29.6% | +66.5% | -96.1% | -37.4% |
| 3Y | -23.1% | -8.2% | -14.9% | -27.0% |
| 5Y | -8.9% | -1.5% | -7.4% | -18.4% |
| 10Y | +146.2% | +11.9% | +134.3% | +45.7% |
| All | +3,672.6% | +1,360.8% | +2,311.8% | +1,197.4% |
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