+3,687.0%
LEN vs SM
+1,283.9%
+2,403.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.6% |
| 7D | +0.7% | -19.5% | +20.2% | +3.6% |
| 30D | +13.0% | -20.2% | +33.2% | +16.3% |
| 3M | +1.9% | -6.5% | +8.4% | +1.9% |
| 6M | -0.7% | +1.6% | -2.3% | -3.1% |
| YTD | -13.8% | +61.2% | -75.1% | -22.9% |
| 1Y | -28.1% | +65.4% | -93.4% | -36.0% |
| 3Y | -22.8% | -13.0% | -9.8% | -26.1% |
| 5Y | -7.4% | -4.3% | -3.1% | -16.7% |
| 10Y | +143.7% | +3.0% | +140.7% | +46.3% |
| All | +3,687.0% | +1,283.9% | +2,403.1% | +1,213.6% |
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