+44.6%
SLB vs LEN
-31.8%
+76.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.4% |
| 7D | +2.6% | -8.7% | +11.3% | +4.1% |
| 30D | +4.4% | +11.6% | -7.2% | +1.7% |
| 3M | -2.7% | -1.3% | -1.5% | -2.8% |
| 6M | -7.5% | -1.4% | -6.1% | -8.3% |
| YTD | +34.8% | -16.9% | +51.7% | +40.1% |
| 1Y | +44.6% | -31.2% | +75.8% | +57.0% |
| All | +44.6% | -31.8% | +76.4% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling