-26.9%
LEN vs SPXS
-79.5%
+52.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.9% |
| 7D | -3.4% | +1.2% | -4.6% | -3.0% |
| 30D | -5.7% | +5.2% | -10.8% | -4.2% |
| 3M | -12.2% | -9.2% | -3.1% | -13.9% |
| 6M | -18.3% | -29.6% | +11.3% | -24.4% |
| YTD | -20.2% | -27.6% | +7.4% | -25.5% |
| 1Y | -40.1% | -36.7% | -3.3% | -45.8% |
| All | -26.9% | -79.5% | +52.6% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling