+56.8%
SAP vs LEN
-12.1%
+68.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.2% | -0.6% |
| 7D | -0.3% | -2.9% | +2.6% | +0.5% |
| 30D | +2.6% | -8.9% | +11.4% | +5.1% |
| 3M | +16.3% | -10.9% | +27.2% | +19.4% |
| 6M | +6.4% | -19.7% | +26.0% | +12.2% |
| YTD | -11.4% | -20.6% | +9.2% | -6.9% |
| 1Y | -20.4% | -42.4% | +22.0% | -8.4% |
| 3Y | +56.5% | -26.5% | +83.1% | +57.8% |
| 5Y | +56.8% | -10.9% | +67.7% | +35.9% |
| All | +56.8% | -12.1% | +68.9% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling