-38.2%
LEN vs SONY
-10.8%
-27.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -3.2% | -1.2% | -2.0% | -2.9% |
| 30D | -4.9% | +9.4% | -14.3% | -6.9% |
| 3M | -8.5% | +10.5% | -19.0% | -11.1% |
| 6M | -20.7% | +11.7% | -32.3% | -23.7% |
| YTD | -17.4% | -4.1% | -13.3% | -18.3% |
| 1Y | -38.2% | -11.8% | -26.5% | -37.8% |
| All | -38.2% | -10.8% | -27.4% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling