+109.7%
SEI vs LEN
-37.1%
+146.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.5% | +3.5% |
| 7D | +10.2% | -3.2% | +13.4% | +10.6% |
| 30D | -1.0% | -4.9% | +3.9% | -0.6% |
| 3M | -27.9% | -8.5% | -19.4% | -27.0% |
| 6M | +10.4% | -20.7% | +31.1% | +11.7% |
| YTD | +20.1% | -17.4% | +37.6% | +22.7% |
| 1Y | +109.7% | -38.2% | +148.0% | +107.5% |
| All | +109.7% | -37.1% | +146.8% | +107.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling