+2,101.2%
SIMO vs LEN
+87.4%
+2,013.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.3% | +5.0% |
| 7D | -22.0% | +2.1% | -24.1% | -23.0% |
| 30D | -43.0% | +16.6% | -59.6% | -46.3% |
| 3M | -39.1% | +5.3% | -44.4% | -41.2% |
| 6M | -33.3% | -0.8% | -32.5% | -35.0% |
| YTD | +77.0% | -11.7% | +88.7% | +76.5% |
| 1Y | +73.0% | -24.6% | +97.6% | +80.3% |
| 3Y | +215.7% | -18.7% | +234.4% | +213.1% |
| 5Y | +155.6% | -4.4% | +160.1% | +135.1% |
| 10Y | +388.4% | +152.2% | +236.2% | +200.0% |
| All | +2,101.2% | +87.4% | +2,013.8% | +880.1% |
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 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