+954.5%
SEI vs LEN
-13.7%
+968.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.5% | -1.7% | -4.9% |
| 7D | +20.7% | -7.8% | +28.4% | +21.6% |
| 30D | +9.1% | -11.0% | +20.1% | +10.3% |
| 3M | -6.0% | -12.8% | +6.8% | -4.8% |
| 6M | +18.9% | -20.2% | +39.1% | +21.4% |
| YTD | +40.1% | -23.0% | +63.2% | +43.4% |
| 1Y | +120.6% | -41.8% | +162.4% | +131.3% |
| 3Y | +562.1% | -28.8% | +590.9% | +561.0% |
| 5Y | +954.5% | -12.6% | +967.1% | +907.3% |
| All | +954.5% | -13.7% | +968.1% | +907.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling