+59.8%
SAP vs LEN
-22.2%
+81.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.9% | -3.2% | +0.3% | -2.3% |
| 30D | +9.0% | -4.9% | +13.9% | +9.9% |
| 3M | +14.9% | -8.5% | +23.4% | +16.4% |
| 6M | +11.9% | -20.7% | +32.6% | +15.8% |
| YTD | -9.9% | -17.4% | +7.5% | -7.7% |
| 1Y | -19.5% | -38.2% | +18.7% | -13.2% |
| All | +59.8% | -22.2% | +81.9% | +57.9% |
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