+589.4%
SE vs LEN
+68.6%
+520.8%
-90.5%
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% | -0.5% |
| 7D | -6.1% | -3.2% | -2.9% | -4.9% |
| 30D | -2.5% | -4.9% | +2.4% | -0.5% |
| 3M | +21.7% | -8.5% | +30.2% | +25.4% |
| 6M | +27.0% | -20.7% | +47.7% | +38.0% |
| YTD | -12.1% | -17.4% | +5.3% | -6.6% |
| 1Y | -40.9% | -38.2% | -2.7% | -30.2% |
| 3Y | +191.0% | -24.9% | +215.9% | +196.6% |
| 5Y | -68.3% | -11.4% | -56.8% | -70.7% |
| All | +589.4% | +68.6% | +520.8% | +405.2% |
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 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