+958.5%
SLB vs LEN
+10,533.4%
-9,574.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +0.8% | -3.2% | +4.0% | +1.6% |
| 30D | +15.8% | -4.9% | +20.7% | +16.9% |
| 3M | -0.3% | -8.5% | +8.1% | +1.2% |
| 6M | +21.3% | -20.7% | +42.0% | +27.1% |
| YTD | +52.3% | -17.4% | +69.7% | +57.8% |
| 1Y | +63.6% | -38.2% | +101.9% | +80.5% |
| 3Y | +3.8% | -24.9% | +28.6% | +7.5% |
| 5Y | +128.6% | -11.4% | +140.1% | +122.1% |
| 10Y | -3.1% | +110.0% | -113.1% | -25.3% |
| All | +958.5% | +10,533.4% | -9,574.9% | +333.7% |
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