+309.7%
SN vs LEN
-31.7%
+341.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.6% |
| 7D | -3.4% | -3.4% | 0.0% | -1.9% |
| 30D | -9.1% | -5.7% | -3.4% | -6.7% |
| 3M | +31.8% | -12.2% | +44.0% | +39.7% |
| 6M | +52.0% | -18.3% | +70.3% | +66.4% |
| YTD | +51.3% | -20.2% | +71.5% | +65.5% |
| 1Y | +46.9% | -40.1% | +86.9% | +82.9% |
| 3Y | +394.9% | -26.2% | +421.1% | +444.7% |
| All | +309.7% | -31.7% | +341.4% | +355.5% |
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