+103.0%
LEN vs SONY
+293.1%
-190.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.5% |
| 7D | -4.8% | -2.7% | -2.1% | -3.7% |
| 30D | -6.6% | +1.5% | -8.1% | -7.2% |
| 3M | -15.7% | +13.0% | -28.7% | -20.3% |
| 6M | -16.6% | +11.2% | -27.9% | -21.1% |
| YTD | -21.3% | -6.6% | -14.7% | -19.9% |
| 1Y | -42.0% | -18.1% | -23.9% | -37.8% |
| 3Y | -27.9% | +42.1% | -70.0% | -41.7% |
| 5Y | -10.7% | +11.0% | -21.7% | -20.5% |
| All | +103.0% | +293.1% | -190.0% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling