-3.6%
SMR vs LEN
+3.0%
-6.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +4.4% | -3.2% | +7.6% | +5.2% |
| 30D | +3.4% | -4.9% | +8.3% | +4.6% |
| 3M | -19.2% | -8.5% | -10.7% | -17.8% |
| 6M | -22.6% | -20.7% | -2.0% | -19.5% |
| YTD | -31.5% | -17.4% | -14.1% | -29.5% |
| 1Y | -73.1% | -38.2% | -34.8% | -71.2% |
| 3Y | +55.0% | -24.9% | +79.8% | +51.8% |
| All | -3.6% | +3.0% | -6.5% | -15.1% |
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