-78.0%
SE vs LEN
-13.2%
-64.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | -5.8% | +5.3% | +2.2% |
| 30D | -20.9% | +13.7% | -34.6% | -26.4% |
| 3M | -38.9% | -3.9% | -35.0% | -38.6% |
| 6M | -19.4% | -0.4% | -19.0% | -21.3% |
| YTD | -40.9% | -16.8% | -24.1% | -37.5% |
| 1Y | -46.2% | -29.5% | -16.7% | -38.4% |
| 3Y | +63.7% | -25.6% | +89.3% | +50.6% |
| All | -78.0% | -13.2% | -64.8% | -86.2% |
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