+130.8%
SLB vs LEN
-10.8%
+141.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +0.8% | -3.2% | +4.0% | +1.5% |
| 30D | +15.8% | -4.9% | +20.7% | +16.8% |
| 3M | -0.3% | -8.5% | +8.1% | +1.1% |
| 6M | +21.3% | -20.7% | +42.0% | +26.6% |
| YTD | +52.3% | -17.4% | +69.7% | +57.4% |
| 1Y | +63.6% | -38.2% | +101.9% | +78.4% |
| 3Y | +3.8% | -24.9% | +28.6% | +7.2% |
| All | +130.8% | -10.8% | +141.6% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling