+686.9%
SEI vs LEN
+82.3%
+604.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.6% |
| 7D | +22.6% | -4.8% | +27.3% | +23.9% |
| 30D | +9.1% | -6.6% | +15.7% | +10.7% |
| 3M | -11.3% | -15.7% | +4.3% | -8.1% |
| 6M | +22.0% | -16.6% | +38.7% | +26.7% |
| YTD | +47.3% | -21.3% | +68.6% | +54.5% |
| 1Y | +124.8% | -42.0% | +166.8% | +153.0% |
| 3Y | +591.3% | -27.9% | +619.2% | +603.1% |
| 5Y | +1,008.2% | -10.7% | +1,018.9% | +915.2% |
| All | +686.9% | +82.3% | +604.6% | +422.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling