-12.6%
LEN vs SONY
+8.8%
-21.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.9% | -3.7% |
| 7D | -7.8% | -5.8% | -2.0% | -5.4% |
| 30D | -11.0% | -0.4% | -10.6% | -10.9% |
| 3M | -12.8% | +13.3% | -26.1% | -17.6% |
| 6M | -20.2% | +8.5% | -28.7% | -23.6% |
| YTD | -23.0% | -8.1% | -14.9% | -20.9% |
| 1Y | -41.8% | -17.9% | -23.9% | -37.6% |
| 3Y | -28.8% | +41.4% | -70.2% | -44.2% |
| 5Y | -12.6% | +9.3% | -21.9% | -21.5% |
| All | -12.6% | +8.8% | -21.4% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling