+3,171.9%
LEN vs SPY
+3,091.8%
+80.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -4.9% | +0.1% | -4.9% | -4.9% |
| 3M | -8.5% | +2.0% | -10.5% | -10.8% |
| 6M | -20.7% | +13.0% | -33.7% | -32.0% |
| YTD | -17.4% | +13.5% | -31.0% | -29.8% |
| 1Y | -38.2% | +20.0% | -58.2% | -51.3% |
| 3Y | -24.9% | +77.2% | -102.1% | -64.9% |
| 5Y | -11.4% | +81.9% | -93.3% | -59.7% |
| 10Y | +110.0% | +314.1% | -204.0% | -67.4% |
| All | +3,171.9% | +3,091.8% | +80.1% | -29.0% |
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