+3,193.1%
LEN vs SPY
+3,045.4%
+147.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.7% |
| 7D | -8.7% | +3.3% | -12.0% | -12.4% |
| 30D | +11.6% | -2.7% | +14.2% | +15.0% |
| 3M | -1.3% | -1.7% | +0.5% | +0.5% |
| 6M | -1.4% | +3.1% | -4.5% | -5.7% |
| YTD | -16.9% | +11.9% | -28.8% | -28.4% |
| 1Y | -31.2% | +12.0% | -43.1% | -40.8% |
| 3Y | -25.6% | +78.2% | -103.8% | -65.8% |
| 5Y | -13.3% | +73.2% | -86.5% | -58.2% |
| 10Y | +138.4% | +309.6% | -171.3% | -62.7% |
| All | +3,193.1% | +3,045.4% | +147.7% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling