+52.5%
SO vs LEN
-17.6%
+70.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.0% |
| 7D | -1.1% | +0.6% | -1.7% | -1.2% |
| 30D | +8.6% | +19.4% | -10.8% | +6.8% |
| 3M | +1.8% | +4.5% | -2.7% | +1.1% |
| 6M | +3.6% | +4.9% | -1.3% | +2.8% |
| YTD | +9.9% | -8.9% | +18.9% | +10.1% |
| 1Y | +5.7% | -23.0% | +28.7% | +7.5% |
| 3Y | +52.5% | -16.7% | +69.2% | +44.1% |
| All | +52.5% | -17.6% | +70.1% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling