+2,233.8%
SAP vs LEN
+3,142.0%
-908.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -2.9% | -3.2% | +0.3% | -2.1% |
| 30D | +9.0% | -4.9% | +13.9% | +10.3% |
| 3M | +14.9% | -8.5% | +23.4% | +17.2% |
| 6M | +11.9% | -20.7% | +32.6% | +17.9% |
| YTD | -9.9% | -17.4% | +7.5% | -6.4% |
| 1Y | -19.5% | -38.2% | +18.7% | -10.3% |
| 3Y | +61.8% | -24.9% | +86.7% | +67.1% |
| 5Y | +56.2% | -11.4% | +67.6% | +51.9% |
| 10Y | +180.6% | +110.0% | +70.6% | +102.5% |
| All | +2,233.8% | +3,142.0% | -908.2% | +377.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling