+1,014.2%
LEN vs SPXU
-100.0%
+1,114.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -0.5% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -4.9% | +0.8% | -5.7% | -4.4% |
| 3M | -8.5% | -4.7% | -3.8% | -9.4% |
| 6M | -20.7% | -29.6% | +9.0% | -29.8% |
| YTD | -17.4% | -29.9% | +12.5% | -26.8% |
| 1Y | -38.2% | -39.1% | +0.8% | -48.1% |
| 3Y | -24.9% | -80.0% | +55.1% | -56.5% |
| 5Y | -11.4% | -86.0% | +74.6% | -45.9% |
| 10Y | +110.0% | -99.5% | +209.6% | -57.5% |
| All | +1,014.2% | -100.0% | +1,114.2% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling