-53.7%
SMR vs LEN
+3.7%
-57.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.4% | -3.3% |
| 7D | -8.3% | -5.8% | -2.5% | -7.0% |
| 30D | -20.1% | +13.7% | -33.8% | -22.7% |
| 3M | -52.7% | -3.9% | -48.8% | -52.6% |
| 6M | -61.0% | -0.4% | -60.7% | -61.3% |
| YTD | -67.1% | -16.8% | -50.3% | -66.4% |
| 1Y | -79.9% | -29.5% | -50.4% | -79.0% |
| 3Y | +101.7% | -25.6% | +127.3% | +97.2% |
| All | -53.7% | +3.7% | -57.4% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling