-67.0%
SE vs LEN
-12.1%
-54.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +3.0% |
| 7D | +0.6% | -2.9% | +3.5% | +2.0% |
| 30D | -0.1% | -8.9% | +8.8% | +4.6% |
| 3M | +34.1% | -10.9% | +45.0% | +40.9% |
| 6M | +23.2% | -19.7% | +42.9% | +36.1% |
| YTD | -11.2% | -20.6% | +9.4% | -2.4% |
| 1Y | -40.5% | -42.4% | +1.9% | -23.1% |
| 3Y | +196.3% | -26.5% | +222.8% | +174.6% |
| 5Y | -67.0% | -10.9% | -56.1% | -78.2% |
| All | -67.0% | -12.1% | -54.9% | -78.2% |
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