+398.8%
SN vs LEN
-18.1%
+416.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.8% | +4.1% |
| 7D | +7.2% | +2.1% | +5.1% | +5.9% |
| 30D | +20.4% | +16.6% | +3.8% | +11.5% |
| 3M | +23.9% | +5.3% | +18.6% | +19.6% |
| 6M | +93.0% | -0.8% | +93.8% | +91.6% |
| YTD | +99.2% | -11.7% | +111.0% | +106.1% |
| 1Y | +142.6% | -24.6% | +167.2% | +169.9% |
| 3Y | +398.8% | -18.7% | +417.5% | +417.5% |
| All | +398.8% | -18.1% | +416.9% | +417.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling