-6.0%
SAP vs LEN
-31.8%
+25.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.6% |
| 7D | -3.9% | -8.7% | +4.9% | -2.2% |
| 30D | +6.5% | +11.6% | -5.0% | +4.5% |
| 3M | +14.7% | -1.3% | +15.9% | +14.5% |
| 6M | +39.9% | -1.4% | +41.4% | +39.3% |
| YTD | -2.0% | -16.9% | +14.9% | -1.5% |
| 1Y | -6.0% | -31.2% | +25.2% | -3.7% |
| All | -6.0% | -31.8% | +25.8% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling