+196.3%
SO vs LEN
+142.4%
+53.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.8% | -6.4% | +7.1% | +1.8% |
| 30D | +7.8% | +15.6% | -7.8% | +5.1% |
| 3M | +2.9% | -0.8% | +3.7% | +2.6% |
| 6M | +2.5% | +0.4% | +2.1% | +1.7% |
| YTD | +10.3% | -14.1% | +24.4% | +11.8% |
| 1Y | +6.4% | -29.6% | +36.0% | +11.4% |
| 3Y | +52.8% | -23.1% | +75.9% | +54.2% |
| 5Y | +78.7% | -8.9% | +87.6% | +70.7% |
| 10Y | +196.3% | +146.2% | +50.1% | +119.3% |
| All | +196.3% | +142.4% | +53.9% | +119.3% |
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