+818.8%
SLB vs LEN
+11,263.3%
-10,444.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.3% |
| 7D | -7.1% | +2.1% | -9.2% | -7.7% |
| 30D | +4.1% | +16.6% | -12.5% | +0.1% |
| 3M | -2.6% | +5.3% | -7.9% | -4.6% |
| 6M | -8.6% | -0.8% | -7.8% | -9.5% |
| YTD | +32.2% | -11.7% | +43.9% | +34.1% |
| 1Y | +40.7% | -24.6% | +65.3% | +47.6% |
| 3Y | -4.5% | -18.7% | +14.1% | -3.3% |
| 5Y | +66.4% | -4.4% | +70.8% | +57.9% |
| 10Y | -15.1% | +152.2% | -167.3% | -37.5% |
| All | +818.8% | +11,263.3% | -10,444.5% | +268.4% |
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 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