+37.4%
SEI vs LEN
-17.9%
+55.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.7% |
| 7D | +28.2% | -3.4% | +31.6% | +28.6% |
| 30D | +15.5% | -5.7% | +21.1% | +16.2% |
| 3M | -1.4% | -12.2% | +10.9% | +2.3% |
| 6M | +37.4% | -18.3% | +55.7% | +54.7% |
| All | +37.4% | -17.9% | +55.4% | +54.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling