+162.0%
SO vs LEN
+103.7%
+58.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | 0.0% | -3.4% | +3.4% | +0.6% |
| 30D | -2.5% | -5.7% | +3.2% | -1.6% |
| 3M | -4.2% | -12.2% | +8.1% | -2.4% |
| 6M | -7.7% | -18.3% | +10.6% | -5.1% |
| YTD | +3.8% | -20.2% | +24.0% | +6.8% |
| 1Y | +0.1% | -40.1% | +40.1% | +7.9% |
| 3Y | +44.2% | -26.2% | +70.4% | +46.7% |
| 5Y | +57.9% | -9.8% | +67.7% | +51.0% |
| 10Y | +162.0% | +109.1% | +52.8% | +100.3% |
| All | +162.0% | +103.7% | +58.2% | +100.3% |
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