+3,365.1%
SIMO vs LEN
+75.4%
+3,289.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +9.0% |
| 7D | +4.2% | -3.2% | +7.4% | +5.2% |
| 30D | +4.1% | -4.9% | +9.0% | +5.3% |
| 3M | -12.9% | -8.5% | -4.4% | -11.4% |
| 6M | +110.3% | -20.7% | +131.0% | +121.9% |
| YTD | +178.6% | -17.4% | +196.0% | +188.3% |
| 1Y | +220.0% | -38.2% | +258.2% | +259.4% |
| 3Y | +409.0% | -24.9% | +433.9% | +425.0% |
| 5Y | +277.3% | -11.4% | +288.8% | +260.8% |
| 10Y | +506.6% | +110.0% | +396.6% | +301.0% |
| All | +3,365.1% | +75.4% | +3,289.7% | +1,501.0% |
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