+591.3%
SEI vs LEN
-27.3%
+618.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.9% |
| 7D | +22.6% | -4.8% | +27.3% | +23.0% |
| 30D | +9.1% | -6.6% | +15.7% | +9.6% |
| 3M | -11.3% | -15.7% | +4.3% | -10.0% |
| 6M | +22.0% | -16.6% | +38.7% | +23.6% |
| YTD | +47.3% | -21.3% | +68.6% | +49.7% |
| 1Y | +124.8% | -42.0% | +166.8% | +132.2% |
| 3Y | +591.3% | -27.9% | +619.2% | +537.1% |
| All | +591.3% | -27.3% | +618.6% | +537.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling