+98.7%
LEN vs SPY
+318.9%
-220.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.9% |
| 7D | -7.8% | -2.0% | -5.8% | -5.6% |
| 30D | -11.0% | -1.7% | -9.4% | -9.3% |
| 3M | -12.8% | +4.7% | -17.5% | -17.1% |
| 6M | -20.2% | +12.5% | -32.7% | -29.9% |
| YTD | -23.0% | +11.7% | -34.7% | -32.0% |
| 1Y | -41.8% | +17.5% | -59.3% | -51.5% |
| 3Y | -28.8% | +76.6% | -105.4% | -63.7% |
| 5Y | -12.6% | +82.0% | -94.6% | -56.5% |
| All | +98.7% | +318.9% | -220.2% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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