+372.3%
SE vs LEN
+75.9%
+296.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | +0.6% |
| 7D | 0.0% | +0.7% | -0.6% | -0.3% |
| 30D | -19.4% | +13.0% | -32.4% | -23.6% |
| 3M | -33.1% | +1.9% | -35.0% | -34.3% |
| 6M | -11.4% | -0.7% | -10.7% | -12.8% |
| YTD | -39.8% | -13.8% | -26.0% | -37.8% |
| 1Y | -50.5% | -28.1% | -22.4% | -45.4% |
| 3Y | +68.9% | -22.8% | +91.7% | +68.9% |
| 5Y | -77.1% | -7.4% | -69.7% | -79.4% |
| All | +372.3% | +75.9% | +296.4% | +236.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling