+319.5%
SN vs LEN
-29.4%
+348.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -9.3% | -3.2% | -6.1% | -7.9% |
| 30D | -4.8% | -4.9% | +0.1% | -2.6% |
| 3M | +40.4% | -8.5% | +48.9% | +46.1% |
| 6M | +50.9% | -20.7% | +71.6% | +67.1% |
| YTD | +54.9% | -17.4% | +72.4% | +66.8% |
| 1Y | +43.0% | -38.2% | +81.3% | +75.4% |
| 3Y | +391.8% | -24.9% | +416.7% | +436.1% |
| All | +319.5% | -29.4% | +348.9% | +359.1% |
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