-4.8%
SLB vs LEN
+99.2%
-103.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.5% |
| 7D | +0.4% | -2.9% | +3.3% | +1.3% |
| 30D | +13.6% | -8.9% | +22.4% | +16.8% |
| 3M | +1.5% | -10.9% | +12.4% | +4.5% |
| 6M | +23.0% | -19.7% | +42.7% | +30.7% |
| YTD | +51.2% | -20.6% | +71.8% | +60.7% |
| 1Y | +63.5% | -42.4% | +105.9% | +91.9% |
| 3Y | +2.5% | -26.5% | +29.1% | +7.2% |
| 5Y | +139.2% | -10.9% | +150.1% | +123.8% |
| 10Y | -4.8% | +100.6% | -105.4% | -35.4% |
| All | -4.8% | +99.2% | -103.9% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling