+1,021.8%
LEN vs SPXU
-100.0%
+1,121.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | +0.5% |
| 7D | -5.8% | -7.6% | +1.8% | -8.6% |
| 30D | +13.7% | +5.3% | +8.4% | +16.8% |
| 3M | -3.9% | +9.6% | -13.5% | +0.8% |
| 6M | -0.4% | -4.5% | +4.2% | -0.3% |
| YTD | -16.8% | -25.9% | +9.0% | -24.1% |
| 1Y | -29.5% | -28.9% | -0.6% | -36.5% |
| 3Y | -25.6% | -80.5% | +54.9% | -57.5% |
| 5Y | -13.2% | -83.4% | +70.2% | -42.8% |
| 10Y | +138.5% | -99.5% | +238.0% | -50.5% |
| All | +1,021.8% | -100.0% | +1,121.8% | -57.2% |
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