+4,437.1%
SNDK vs LEN
-33.9%
+4,471.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -4.2% |
| 7D | -6.1% | -4.8% | -1.4% | -4.7% |
| 30D | +21.5% | -6.6% | +28.1% | +23.9% |
| 3M | -13.2% | -15.7% | +2.5% | -8.5% |
| 6M | +149.2% | -16.6% | +165.8% | +162.5% |
| YTD | +588.1% | -21.3% | +609.4% | +633.2% |
| 1Y | +1,837.5% | -42.0% | +1,879.6% | +2,180.3% |
| All | +4,437.1% | -33.9% | +4,471.0% | +4,842.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling