+5,740.6%
SNPS vs LEN
+4,209.5%
+1,531.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -0.3% |
| 7D | -0.6% | +0.7% | -1.3% | -0.9% |
| 30D | -9.8% | +13.0% | -22.8% | -12.6% |
| 3M | +11.7% | +1.9% | +9.8% | +10.3% |
| 6M | -10.9% | -0.7% | -10.2% | -11.9% |
| YTD | -2.1% | -13.8% | +11.7% | -0.7% |
| 1Y | +14.8% | -28.1% | +42.9% | +20.8% |
| 3Y | -11.3% | -22.8% | +11.5% | -9.8% |
| 5Y | +36.2% | -7.4% | +43.6% | +32.3% |
| 10Y | +684.5% | +143.7% | +540.8% | +492.6% |
| All | +5,740.6% | +4,209.5% | +1,531.1% | +1,535.0% |
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