-85.6%
SMR vs LEN
-21.9%
-63.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.1% | -11.6% | -7.0% |
| 7D | -9.5% | +10.5% | -20.0% | -13.3% |
| 30D | -33.2% | +24.6% | -57.9% | -39.3% |
| 3M | -45.9% | +6.6% | -52.6% | -47.7% |
| 6M | -57.9% | +10.6% | -68.5% | -60.0% |
| YTD | -63.8% | -8.3% | -55.5% | -65.6% |
| 1Y | -85.6% | -22.5% | -63.1% | -87.3% |
| All | -85.6% | -21.9% | -63.7% | -87.3% |
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