+274.4%
LEN vs SNY
+241.9%
+32.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | -4.8% | -3.3% | -1.4% | -3.1% |
| 30D | -6.6% | -2.2% | -4.4% | -5.5% |
| 3M | -15.7% | -3.0% | -12.6% | -14.4% |
| 6M | -16.6% | +2.7% | -19.4% | -17.9% |
| YTD | -21.3% | -6.8% | -14.5% | -18.8% |
| 1Y | -42.0% | -5.3% | -36.8% | -40.8% |
| 3Y | -27.9% | -9.8% | -18.1% | -27.8% |
| 5Y | -10.7% | +9.7% | -20.4% | -22.0% |
| 10Y | +106.1% | +64.5% | +41.6% | +37.8% |
| All | +274.4% | +241.9% | +32.4% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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