+58.7%
SO vs LEN
-12.1%
+70.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.4% |
| 7D | +1.0% | -2.9% | +3.9% | +1.3% |
| 30D | -3.2% | -8.9% | +5.7% | -2.2% |
| 3M | -1.7% | -10.9% | +9.2% | -0.6% |
| 6M | -7.2% | -19.7% | +12.5% | -5.1% |
| YTD | +4.6% | -20.6% | +25.1% | +6.8% |
| 1Y | +1.2% | -42.4% | +43.6% | +7.5% |
| 3Y | +45.3% | -26.5% | +71.8% | +46.6% |
| 5Y | +58.7% | -10.9% | +69.7% | +48.0% |
| All | +58.7% | -12.1% | +70.8% | +48.0% |
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 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