-8.9%
LEN vs SPY
+74.6%
-83.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.7% |
| 7D | -6.4% | -0.9% | -5.4% | -5.6% |
| 30D | +15.6% | -2.4% | +18.0% | +18.1% |
| 3M | -0.8% | -1.2% | +0.4% | +0.1% |
| 6M | +0.4% | +3.3% | -2.9% | -3.3% |
| YTD | -14.1% | +12.3% | -26.4% | -24.1% |
| 1Y | -29.6% | +12.4% | -42.1% | -37.9% |
| 3Y | -23.1% | +78.8% | -101.9% | -61.0% |
| 5Y | -8.9% | +75.2% | -84.0% | -51.6% |
| All | -8.9% | +74.6% | -83.5% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling