-38.2%
LEN vs SPXS
-40.2%
+2.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -0.7% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -4.9% | +0.8% | -5.7% | -4.5% |
| 3M | -8.5% | -4.7% | -3.8% | -9.0% |
| 6M | -20.7% | -29.6% | +9.0% | -26.9% |
| YTD | -17.4% | -29.8% | +12.4% | -23.8% |
| 1Y | -38.2% | -38.9% | +0.7% | -41.3% |
| All | -38.2% | -40.2% | +2.0% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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