+75.1%
SAP vs LEN
-18.1%
+93.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.6% |
| 7D | -0.7% | +2.1% | -2.7% | -1.1% |
| 30D | +11.1% | +16.6% | -5.5% | +7.9% |
| 3M | +17.0% | +5.3% | +11.7% | +15.6% |
| 6M | +34.8% | -0.8% | +35.6% | +34.1% |
| YTD | -2.2% | -11.7% | +9.5% | -1.4% |
| 1Y | -6.4% | -24.6% | +18.2% | -3.2% |
| 3Y | +75.1% | -18.7% | +93.8% | +75.1% |
| All | +75.1% | -18.1% | +93.2% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling