+186.3%
SE vs LEN
-22.2%
+208.5%
-60.2%
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 | -6.1% | -3.2% | -2.9% | -5.6% |
| 30D | -2.5% | -4.9% | +2.4% | -1.6% |
| 3M | +21.7% | -8.5% | +30.2% | +23.2% |
| 6M | +27.0% | -20.7% | +47.7% | +30.5% |
| YTD | -12.1% | -17.4% | +5.3% | -10.1% |
| 1Y | -40.9% | -38.2% | -2.7% | -37.5% |
| All | +186.3% | -22.2% | +208.5% | +216.3% |
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