+646.6%
SEI vs LEN
+84.1%
+562.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -3.8% | +20.1% | +17.2% |
| 7D | +28.8% | -2.9% | +31.7% | +29.6% |
| 30D | +10.4% | -8.9% | +19.2% | +12.5% |
| 3M | -11.4% | -10.9% | -0.5% | -9.5% |
| 6M | +31.2% | -19.7% | +50.8% | +37.3% |
| YTD | +39.7% | -20.6% | +60.3% | +46.1% |
| 1Y | +149.0% | -42.4% | +191.4% | +180.6% |
| 3Y | +560.2% | -26.5% | +586.7% | +567.7% |
| 5Y | +955.7% | -10.9% | +966.6% | +868.6% |
| All | +646.6% | +84.1% | +562.5% | +394.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling