+3,145.9%
LEN vs SUI
+4,037.5%
-891.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -3.2% | -2.8% | -0.4% | -1.2% |
| 30D | -4.9% | -1.2% | -3.7% | -4.1% |
| 3M | -8.5% | -1.7% | -6.7% | -7.9% |
| 6M | -20.7% | -10.5% | -10.2% | -14.8% |
| YTD | -17.4% | -1.8% | -15.6% | -17.1% |
| 1Y | -38.2% | -4.1% | -34.2% | -37.0% |
| 3Y | -24.9% | +11.3% | -36.1% | -33.3% |
| 5Y | -11.4% | -32.1% | +20.7% | +9.7% |
| 10Y | +110.0% | +110.4% | -0.4% | +9.1% |
| All | +3,145.9% | +4,037.5% | -891.6% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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