+124.8%
SEI vs LEN
-41.0%
+165.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.9% |
| 7D | +22.6% | -4.8% | +27.3% | +22.9% |
| 30D | +9.1% | -6.6% | +15.7% | +9.5% |
| 3M | -11.3% | -15.7% | +4.3% | -9.4% |
| 6M | +22.0% | -16.6% | +38.7% | +23.7% |
| YTD | +47.3% | -21.3% | +68.6% | +50.5% |
| 1Y | +124.8% | -42.0% | +166.8% | +119.6% |
| All | +124.8% | -41.0% | +165.7% | +119.6% |
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