+98.7%
LEN vs SPXU
-99.5%
+198.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.4% | -2.9% |
| 7D | -7.8% | +6.4% | -14.1% | -5.5% |
| 30D | -11.0% | +5.9% | -17.0% | -8.9% |
| 3M | -12.8% | -11.7% | -1.1% | -16.0% |
| 6M | -20.2% | -28.7% | +8.5% | -28.0% |
| YTD | -23.0% | -26.4% | +3.3% | -29.4% |
| 1Y | -41.8% | -35.2% | -6.6% | -48.8% |
| 3Y | -28.8% | -79.8% | +51.0% | -55.7% |
| 5Y | -12.6% | -86.1% | +73.4% | -43.1% |
| All | +98.7% | -99.5% | +198.2% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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