+103.0%
LEN vs SPXS
-99.6%
+202.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +1.3% |
| 7D | -4.8% | +2.5% | -7.3% | -3.8% |
| 30D | -6.6% | +4.2% | -10.8% | -4.9% |
| 3M | -15.7% | -9.3% | -6.4% | -18.0% |
| 6M | -16.6% | -30.7% | +14.1% | -25.5% |
| YTD | -21.3% | -28.1% | +6.7% | -28.5% |
| 1Y | -42.0% | -35.1% | -7.0% | -49.0% |
| 3Y | -27.9% | -79.6% | +51.7% | -54.9% |
| 5Y | -10.7% | -86.3% | +75.6% | -42.0% |
| All | +103.0% | -99.6% | +202.6% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling