-12.6%
LEN vs SPXS
-85.4%
+72.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -2.9% |
| 7D | -7.8% | +6.4% | -14.1% | -5.7% |
| 30D | -11.0% | +6.0% | -17.0% | -9.0% |
| 3M | -12.8% | -11.6% | -1.1% | -15.8% |
| 6M | -20.2% | -28.7% | +8.5% | -27.5% |
| YTD | -23.0% | -26.3% | +3.3% | -29.0% |
| 1Y | -41.8% | -34.9% | -6.9% | -48.3% |
| 3Y | -28.8% | -79.5% | +50.7% | -55.1% |
| 5Y | -12.6% | -85.9% | +73.3% | -41.8% |
| All | -12.6% | -85.4% | +72.8% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling