+9,930.9%
LEN vs SONY
+516.6%
+9,414.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | -2.3% |
| 7D | -2.9% | -5.2% | +2.3% | -1.0% |
| 30D | -8.9% | +0.3% | -9.2% | -9.0% |
| 3M | -10.9% | +6.2% | -17.1% | -13.2% |
| 6M | -19.7% | +9.5% | -29.2% | -22.9% |
| YTD | -20.6% | -8.1% | -12.5% | -18.9% |
| 1Y | -42.4% | -17.9% | -24.5% | -39.0% |
| 3Y | -26.5% | +41.5% | -68.0% | -37.8% |
| 5Y | -10.9% | +11.8% | -22.8% | -18.2% |
| 10Y | +100.6% | +275.4% | -174.8% | +16.1% |
| All | +9,930.9% | +516.6% | +9,414.3% | +4,337.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling